Currently, links within mermaid graph markdown are not as capable as those within regular markdown, specifically they cannot link to headings in notes in the same vault.
For example [[Long Document#Section2]] links to Section2 of Long Document however the equivalent in mermaid will link only to the top of Long Document.
graph LR
node_a --> node_b;
click node_a "/Long Document#Section2";
class node_a internal-link;
In case anyone else stumbles across this asking the same question, I followed this Forum Post and got mermaid linking.
Simply define a class (after the graph) as an internal-link and then what you place in the class brackets (Also the displayed text) is the destination mermaid will link e.g.
graph TD;
Test("Document#heading")-->Point;
class Test internal-link;