When asking questions on Stackexchange, I find it appropriate to link to any sources. This presents a problem for Reddit, because linking to a Reddit post that's appropriate now may become sexual or even pornographic in a few months from now. Would it be better to just take a screenshot?
Adding (Reddit) links is under all circumstances ok. It's a source and adding sources is helpfull to understand questions as well as answers.
And no, there is no need for a disclaimer. Any source on theweb can be changed and turned into something less desirable - 404 being worse than any NSFW content. After all, even a linked source, where the usefull content is sorounded by less apealing ornaments is still the source content (*1)
Having said that, it's equaly important to follow what Wizzwizz4 already pointed out:
Include all relevant information in your question/answer in the first place
Adding a link is a good source for furter information, but a question and equally an answer has to work as stand alone.
*1 - Or in clear words: A buch of dangling tits is no different for some rants people wite about a topic withotu touching body parts - in fact, I prefer said body parts over any racist rant anyway - and these are added even more often.
Archived Reddit threads on SFW subreddits are definitely OK. Threads on NSFW subreddits are definitely not OK. Unarchived threads... I'd say "yes with disclaimer".
However, if at all possible you shouldn't require anyone to click on any links. Quote relevant sections of the thread, including a link to the source. Here's an example.
When I provide a link to a resource I normally go to the Wayback Machine on the Internet Archive, save the page there, then link to the saved copy. Thus you're linking to the content that was intended and not any NSFW content that might show up later. It also prevents link rot.