To emphasise one of the techniques described above:
- Select the text you wish to have in your “jump” list.
- Use the
Insert ▸ Commentmenu command. - Annotate the purpose of the link as desired in the sidebar.
- Repeat for each.
Consider giving these a special colour so they stand out, or a text prefix denoting their purpose, and collapsing them down to one line with the arrow button in the sidebar.
If that’s mainly what you want, a jump list within a document, then this already exists. The further tips above will only help make those targets accessible outside of that one document, too.
And yes, to reiterate what Katherine stated above, this was merged because the technology you are asking for is identical to what would be used to link from document X to document B at index position 782. Where the link comes from is irrelevant, and if we added what you wanted only, it would solve nothing for the overall larger feature request since 99% of those asking for this are asking for a link mechanic that does not have any limitations on where it can be placed.
The field of brain science is making it increasingly clear that there are important variations in how people best absorb and use information.
If you’re suggesting that having the link in a detached sidebar that can be activated from anywhere in the document is significantly different, in a cognitive sense, than a link at the top of a document you have to first scroll to to use, then I don’t know what to tell you. 