The books were intended as source material for publishing, so I didn't embed any crosslinks in the documents.
However, I always use markdown for all my OSS project documentation (READMEs, etc), and I do lots and lots of cross-referencing in that context. I use simple markdown links to named-section anchors.
It's a tiny bit more manual than I'd like, but it's never stopped me from doing technical documentation effectively.
Markdown is great for text content, not for formal documentation.