Hi @marchello ,
My short answer is... "it depends". 🙂
A few thoughts on this...
Usually, what's not documented, is not supported. Sometimes is still a gap between what's documented and the TypeScript definitions: that's the point I consider safe to use, because it will most probably come in the near future.
But I use also some undocumented functionality, and the "execute" method is one I use a lot. It's not 100% safe, but it's the only way to call a Custom Action (Custom API), so I expect it to be supported sometime in the future (at least for online mode).
About getting the clientUrl: I'm not very sure if it's supposed to be supported. I understand the PCFs as controls on a form, view, custom page, but the controls shouldn't control a form or an app.
But maybe you don't need to the clientUrl. Since PCFs are only available for Online (so you don't need to care of OnPremise URL building), you could use a "root relative path": so something starting with a "/" , looking like this: "/api/data/v9.2/..."
Also it's worth to have a look to the context.webAPI first. The response you get there is already containing the formattedValues. As far I know you can build paging too. So maybe there are not so many cases you have to make your own requests.
Just keep in mind that the context.webAPI is working offline too. That's something would be harder to implement by your own (just in case you need it).
Just one more thought: the field PCFs are also able to have datasets properties too. So for some use cases, maybe you can use that datatset instead or using webAPI.
Hope this helps!