Markdocs docs with embeded autodoc fails to create valid links

[jborean93]

Describe the bug

context
When I have an embedded autodoc entry in my markdown file for myst to build, any references in the docstring are rendered invalid.

Was initially reported in #228 (comment) but was off topic to the issue there (my bad).

expectation
I expect the links to be created with the correct name and the correct href target set.

bug
But instead myst generates a warning about an unknown target and the link in the rendered docs points to an invalid target happens.
Here's an error message I ran into...

$ sphinx-build ...
/path/to/mymodule/__init__.py:docstring of mymodule.my_function:12: ERROR: Unknown target name: "link".

The converted HTML has the following element set for this is

<a href="#id309"><span class="problematic" id="id310">`link`_</span></a>.</p>

problem
This is a problem for people trying to generate Python docs from a docstring using automodule because it breaks any embedded links they may have in the docstring itself.

The same docstring works just fine if I have an rst with the autodoc entry and is rendered outside of MyST. Unfortunately as mentioned in #519 the latest release seems to have changed how links are referenced so my other MyST generated docs that had the following now no longer work.

[Link To My Function](./source/mymodule.html#mymodule.my_function)

By using a markdown file to embed the autodoc entries these links now work, albiet in a slightly different way, but the actual docstring references in the function/classes are broken. Happy to try out anything as right now I'm stuck on the older version where both scenarios still work.

Reproduce the bug

Create a markdown file in your docs build with the following contents

````{eval-rst}
.. automodule:: mymodule
   :members:
   :undoc-members:
   :show-inheritance:
````

Inside your mymodule create a dummy function with the following

A docstring (Google style) I'm using is something like

def my_function():
    """Header

    Some text with a `link`_.

    .. _link:
        https://github.com
    """
    pass

Sphinx can be invoked like sphinx-build -M html "source_dir" "build_dir" -W --keep-going to run the build process.

List your environment

Not using Jupyter but just Sphinc with this library and autodoc. I'm running Sphinx with Python 3.8, myst-parser==0.17.0, and Sphinx==4.4.0.

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[tpvasconcelos]

I'm still experiencing the same issue. I am forced to use autodoc directives in rst files only. An alternative is to use inline references but this is far from ideal. e.g.

def my_function():
    """Header

    Some text with a `link <https://github.com>`_.
    """
    pass

@jborean93 did you ever find a good solution for this?