By reading your questions, it seems that you need to work with Anchor Links. Going straight to the point, I can tell you that this feature has changed in Confluence Cloud. Anchor links are now automatically created in headings.
You can take a better look into this feature here:
Here is an excerpt from that page:
Jump to headings with anchor links
Create anchor links from headings so when you send someone a page, you can drop them in just the right place. Simply insert a heading → hover over it → click on the link icon to copy a link to the heading. Once you share the link, anyone who opens it will be teleported to that exact spot.
There is also more information about the Table of Contents Macro here:
I hope this shines some light into your issue, @Meraj Alam ! Looking forward to your reply.
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