Multiple linked markdown files may cause the described behavior. But you have not clearly described how these *.md files are used.
For a compiled CHM help file all links must work from the HTML files generated by Doxygen before compiling the *.hhp file by e.g HTML Help Workshop.
Everything works as expected when using links to example web pages. I added a README.md to reproduce in a test project.
Linking from Doxygen using MarkDown
===================================
[HelpMVP]: http://www.helpmvp.com/ "Help MVP"
[HelpwareGroupDE]: http://www.help-info.de/en/FAR/far_support.htm "Help Info"
For building CHM's with FAR HTML have a look at [HelpMVP] and [HelpWareGroupDE].
[This link shows a web site topic inside of the CHM's help viewer content pane: ](http://www.help-info.eu/en/FAR/far.htm)
<!-- simple use HTML syntax in a MarkDown file to open in a new window -->
<a href="http://www.help-info.eu/en/FAR/far.htm" target="_blank">This link shows a web site topic in a new window by using HTML syntax as markdown!</a>
After running Doxygen and compiling a CHM (in my case using FAR HTML) this is resulting in the help viewer like shown in the snapshot below. The topic is reachable from Related Pages too. Please note and try for your needs - two kind of links are used in my sample:
- shows a web site topic inside of the CHM's help viewer content pane
- or simple use HTML syntax in a MarkDown file to open in a new window
For further information have a look at the Doxygen specifics Including Markdown files as pages.
