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Yep.. Looking if anyone can help with this..

Thanks for the response Logan. What you are saying definitely makes sense.. But it makes think why do I see something like Example 2 under Crawl errors. Why Google Search Console shows linked from as 2 URL - one the spammy site's and other is from my own website. How is that even possible?

I just opened my G Search Console and was shocked to see more than 150 Not Found errors under Crawl errors. Mine is a Wordpress site (it's consistently updated too):

Here's how they show up:

Example 1:

1. URL: www.example.com/search/adult-site-keyword/page2.html/feed/rss2
2. Linked From: http://an-adult-image-hosting.com/search/adult-site-keyword/page2.html

Example 2 (this surprised me the most when I looked at the linked from data):

1. URL: www.example.com/search/adult-site-keyword-2.html/page/3/

2. Linked From:

3. www.example.com/search/adult-site-keyword-2.html/page/2/ (this is showing as if it's from our own site)

4. http://a-spammy-adult-site.com/search/adult-site-keyword-2.html

Example 3:

1. URL: www.example.com/search/adult-site-keyword-3.html
2. Linked From: http://an-adult-image-hosting.com/search/adult-site-keyword-3.html

How do I address this issue?