If you are going to use the short form autoref linking syntax, it works best to type in the full name of the section as the stuff within the brackets is what will be printed. MMD will automatically shorten the full name within the brackets for you, just as it does with the titles, so it is safe to do this:
[code]This is a link to [Another Section][].
Another Section ##[/code]
If what you want is a “silent” link that only displays the reference text, try:
[][anothersection]
It will result in a less useful link in other formats, but if you are going strictly to LaTeX that should be fine. Note I used the short-form, but you can type out the full name in the second part if you wish. To provide alternate text, just the doublet form:
For more information, [see][Another Section], in the appendix.
Which is probably what you want. Or you might try adjusting the verbosity of LaTeX autoref and leaving the marker blank, as in the second example. The third will give a useful link in XHTML as well, though.
Update:
Here is a bit more, because I was unclear above on why things look the way they do. Basically the MMD syntax results in the following:
[What is visible][What is linked to]
Which is of course just a variation on:
[What is visible](What is linked to, precisely)
So when you use the [b][title][][/b] syntax, you are making [b]title[/b] visible in the output and leaving the linked section implied by what title is. The reason why you are getting the results you have in LaTeX is because you have autoref set up to display the title of the reference. In this case, it is producing a redundant display of information. There are other ways to display the autoref which might be more useful, like providing page numbers. Customisation of this could result in something more like:
See [Section Title][].
Coming out like:
See Section Title, on page 81.
Here autoref is being used to output [b], on page 81[/b].