Just recently I wrote something like this in Node called markdown-include that allows you to include markdown files with C style syntax, like so:
#include "my-file.md"
I believe this aligns nicely with the question you're asking. I know this an old one, but I wanted to update it at least.
You can include this in any markdown file you wish. That file can also have more includes and markdown-include will make an internal link and do all of the work for you.
You can download it via npm
npm install -g markdown-include