The current process involves manually typing in (word-perfectly, or cut&paste from another browser window) space name, page name and heading text on the "Advanced" tab on the "Insert Link" dialog (ref: https://confluence.atlassian.com/display/CONF43/Linking+to+Pages).

This ridiculously unusable to a casual user.

I suggest adding fields to the "Search" and "Recently Viewed" tabs, to let you select from a drop-down of all headings and anchors on a selected page (displayed in the same order as they appear on the page).