I'd also really like this feature. However, as this request is almost 5 years old, can we assume it's not on the roadmap?
Linking between notes is not a viable alternative as it would be too complex to divide them into logical sections.
I'd also really like this.
The alternative offered by Evernote, is to splitting up a long note into a separate notes and collecting them together via Table of Contents. For me this creates too many separate moving parts that can become a mess very quickly.