Where are the settings that control whether TOC links open in a new window? I do NOT want it to do this; I want the links to take me to the corresponding headings on the same page.
It used to work and now it doesn't. Having TOC links open in a new window totally defeats the purpose. :(
I think someone in your organisation has decided that page content links should all open in a new window. 
I'm guessing that you're using Confluence Server and someone has followed the instructions here.
They've probably added something like this in the Custom HTML section in Confluence Admin...
<script>
  AJS.toInit(function ($) {
    $('.wiki-content a').attr('target', '_blank');
  });
</script>...which will open all page content links in a new window.
Instead, they could use this...
<script>
  AJS.toInit(function ($) {
   $('.wiki-content a:not([href^=#])').attr('target', '_blank');
  });
</script>...which will still open all content links in a new window/tab, but won't open the TOC/internal page links in a new window.
If your admin has installed the External Link Add-on, then they need to be a little more selective with their CSS selector.
Likely they can use the following as a CSS selector:
.wiki-content a:not([href^=#])
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