When using --no-heading, is there any way to add a space between the filename and the :##:?
At the moment it concatenates the file, the line number and the line with the search result meaning that double clicking to select a file selects the number as well so double-click → middle-click to type a file name isn't possible.
No, sorry. If you want this, I'd recommend writing a script that post-processes the output.
For anyone else having a similar issue, you can change how double-click selects words. For gnome-terminal, edit → General → Select-by-word-characters → remove : from textbox.