Enable Word Online to support URLs with bookmark tags at the end.
Workd 2010, 13 and 16 support URL's to other files that you can append a #bookmark tag so when the file opens it will auto open to that placeholder in the document.
Word Online does not currently support this feature.
Example: Word doc wants to reference "section2" of another document.
URL is domain.sharepoint.com/documents/otherdocument.docx#section2
In Word 2010 and later (except online) when you click that link it will open up the new document and auto scroll to the section2 bookmark of that document.
Word online has not such functionality
FYI - I've documented an issue similar to this here:
This problem is being actively discussed in Stack Overflow here: