https://www.example.com/affiliate/https://www.example.com/affiliate/scripts/do.php?quicktask=859c8f1e4bc4e7fa
It means that wrong url is in your email templates. Go to Merchant panel > Start > Configuration > Email Templates > Select template (e.g. Merchant - New Sale / Lead), switch edit email template to Html view and find APPROVE and DECLINE links,
there is probably: <a href="https://www.example.com/affiliate/{$sale_approve_link}">
it have to be: <a href="{$sale_approve_link}">{$sale_approve_link}</a>
<span style="font-family: Arial;">##If you want to APPROVE new sale click here##: </span><br>
<a href="{$sale_approve_link}">{$sale_approve_link}</a>
<span style="font-family: Arial;">##If you want to DECLINE new sale click here##: </span><br>
<a href="{$sale_decline_link}">{$sale_decline_link}</a>