The standalone 'markdown' utility is perfectly happy with an external link inside a
# Review of [Dwarf Fortress] ... [Dwarf Fortress]: http://www.bay12games.com/dwarves/
<h1>Review of <a href="http://www.bay12games.com/dwarves/">Dwarf Fortress</a></h1>
but when I try to use this construct in an ikiwiki page, I get
<h1>Review of [Dwarf Fortress]</h1>
It works fine with h2 and deeper. The square brackets also appear in the output of an inline directive in archive mode, I haven't tried non-archive mode.
I think you were confused by markdown's slightly wacky mix of square brackets and parens. The url in a markdown link goes in parens, not square brackets. For example:
It works here but it definitely does not work on my wiki; but on further experimentation, I believe my problem is being caused by JasonBlevins' h1title plugin.