Apparently interwiki link parsing escapes too much of the text following '>'. As a result section links do not survive
For instance,
[[doku>wiki:interwiki#more_info_on_interwiki]]
gets converted to
http://wiki.splitbrain.org/wiki%3Ainterwiki%23more_info_on_interwiki
instead of
http://wiki.splitbrain.org/wiki%3Ainterwiki#more_info_on_interwiki