Intra-document links in exported PDFs
Marked's PDF export currently uses WebKit's print features. One consequence of this is that intra-document (internal) links, including those in a Table of Contents, will not jump to other points in the document. This doesn't appear to be something Apple has any intention of fixing in the version of WebKit that Marked 2 uses.
In some cases you may get good results by exporting HTML with embedded Style and then using your web browser to print to PDF. You won't get all of Marked's export features, but you'll usually get a PDF with working internal links. It's a tradeoff for now.