How should I format a long url in a python comment and still be PEP8 compliant

Don’t break the url:

Some other good reasons to ignore a particular guideline:

1. When applying the guideline would make the code less readable, even for someone who is used to reading code that follows this PEP. …

Source:

# A Foolish Consistency is the Hobgoblin of Little Minds [1]
# [1]: http://www.python.org/dev/peps/pep-0008/#a-foolish-consistency-is-the-hobgoblin-of-little-minds

You can use the # noqa at the end of the line to stop PEP8/pycodestyle/Flake8 from running that check.
Should also avoid warnings in your IDE.

# [1]: http://www.python.org/dev/peps/pep-0008/#a-foolish-consistency-is-the-hobgoblin-of-little-minds # noqa