QScintilla based text editor in PyQt5 with clickable functions and variables
Syntax highlighting is just a matter of running a lexer on the source file to find tokens, then attribute styles to it. A lexer has a very basic understanding of a programming language, it only understands what is a number literal, a keyword, an operator, a comment, a few others and that's all. This is a somewhat simple job that can be performed with just regular expressions.
On the other hand, clickable function names requires requires full parsing with a much deeper knowledge of a programming language, e.g. is this a declaration of a variable or a use, etc. Furthermore, this may require parsing other source files not opened by current editor.
This is way beyond the scope of Scintilla/QScintilla. Scintilla provides a way to react when the mouse clicks somewhere on the text, but the logic of "where is the definition of a function" is not in Scintilla and probably never will be.
However, some projects are dedicated to this task, like ctags. You could simply write a wrapper around this kind of tool.