The issue you’re linking to—headers as list items—is different from headers as links.
I don’t expect anything to break links in headers, no. But beware that there may be some oddities with this practice. Backlinks and the outline pane currently render the markdown, not the preview content; and I’m not sure how links in headers will look when you link to headers. Be sure to test it a little and make sure you’re comfortable with these intricacies before charging ahead and retrofitting your whole note system!