The instructions for linking to headings (obsidian://open?vault=Obsidian%20Help&file=How%20to%2FInternal%20link) are confusing me. See my comments after them in square brackets. They say:
You can also link to specific headers in files. Start typing a link like you would normally.
When the note you want is highlighted, press # instead of Enter and you’ll see a list of headings in that file.
[so far so good]
Continue typing or navigate with arrow keys as before, press #again at each subheading you want to add, and Enter to complete the link.
[huh? this implies that you can link more than one heading. I’ve tried to replicate this and can’t. When I press # on a highlighted heading in the drop-down list it links to it and closes the dialogue window. I can see no way to link to more than one heading.]
Coincidentally there was a Feature Request just last night for the ability to link to multiple headings using a special syntax as opposed to the interactive iterative approach you temporarily thought might be possible.
Here’s a link if you’re interested in voting for it: