Hi T5E4F,
We are sorry for the trouble. Unfortunately, No. Share links are not full XD files. They are only meant to be looked at and cannot be turned back into XD documents.
If you've saved your original XD files into your Creative Cloud storage, then you can retrieve it as mentioned in this article: https://helpx.adobe.com/creative-cloud/help/sync-creative-cloud-files.html
If not, then you can just export assets from design specs and download them from published link and reuse it in your file.
We understand that this could be frustrating and hectic and we are sorry for the inconvenience.
Thanks,
Harshika