Links to headers in other file doesn't work

[lua-rocks]

Links to headers in current file works fine:

[Link](#header)

Links to other files also works:

[Link](file.md)

But links to headers in other files doesn't works:

[Link](file.md#header)

[gsantner]

Well, ""doesn't work"" is relative, it's not implemented. What doesn't exist can't be broken :-).
This is a feature request, is what I want to say, not a bug.

Feel free to make improvements by opening merge request(s).