Steps to reproduce

1. Create a new template with anchors (the Anchor macro).
2. While still editing the template, try to add a link to that anchor via Insert Link and choosing "Advanced".

When entering the link to the anchor text ("#anchorname"), Confluence complains that "The markup provided is not valid link markup".

Doing exactly the same on a regular page, rather than a template, works as expected (a link is created to the anchor on the page).