Markdown links to anchors not working?

As Deep Linking to Headings (Anchors) mentions, there is no standard markdown way of creating a heading with an anchor.

I’m afraid you’ll have to use HTML:

<h2 id='heading--important-terms'>Important Terms</h3>
A quick demo

Go to end of demo

[Go to end of demo](#heading--end-of-demo)

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v

End of Demo
<h2 id='heading--end-of-demo'>End of Demo</h3>

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