You can create links to .md page by [relative file path](./README.md) instead of [url style link](../README/)
plugins: [
{
resolve: `gatsby-transformer-remark`,
options: {
plugins: [
require.resolve("./plugins/gatsby-remark-md-page-links"),
],
},
},
],
or
plugins: [
{
resolve: `gatsby-plugin-mdx`,
options: {
gatsbyRemarkPlugins: [
require.resolve("./plugins/gatsby-remark-md-page-links"),
],
},
},
],