Have you tried replacing spaces with hyphens instead of underscores?
These plugins might help:
- Copy Anchor Link
- Outline: If you right-click on a heading that appears on the outline panel, the link to the heading will be copied to the clipboard.
- Note Link System: Amazing plugin, but doesn't work in the latest markdown editor (you need to use the legacy editor). It has a feature that I wish the Quick Links plugin had: After selecting a note to link to, another pop-up lets you select the specific heading in the note.