Some way to make links and link to them.
Right now, * is stripped off, which makes it impossible to define a help tag. You should fix that and also choose some markdown syntax to be converted to | which links to help tags.
I propose that strong (** or __) text should turn into a help tag and emphasized (_ or *) should turn into a link.
Even though I don't know any Go, this seems easy enough that I can send a pull request. Let me know if you want me to.
Also here is a link to the documentation about writing helpfiles: https://vimhelp.org/helphelp.txt.html#help-writing
I think the problem here is that you might want to do italic or bold text without generating a help tag in Vim... I don't think that remapping Markdown features to unrelated concepts in Vim help format is intuitive or even really desirable. The target user of md2vim does not want to write a bunch of stuff in Vim help format -- they want to create their README.md and have something half-presentable that ships with the extension as well.
I think what you are proposing is useful, but I can't think of a good way it can be plumbed through Markdown.
Okay that's fair.
May I suggest, using inline code. E.g., |python3| currently converts as written. I have a sed filter to remove the backquotes after conversion with md2vim, and it becomes |python3| which works as a link in vim help. Something similar could be done by md2vim and I don't think *something* or |something| interferes with any markdown meaning and is almost never used as actual inline code.