Version 0.24 added some of these features, as described even.
Document linking uses the normal [title](../my-document.md) link format. No current plans to support specific systems like jekyll or hugo, or wiki links.
Note this may still not meet your needs if your links are not to actual markdown files.
Control clicking external links opens them in a new browser window (if Deepdwn recognizes them). Control clicking document links in the editor, or regular-clicking document links in the preview, will take you to the document.
Control + hovering over the URL portion of image links in the editor will show a small preview of the image (if Deepdwn can find it).