Example of what I think would work:

  * top
    * first document -- this is exported and we get the URL when we post
      * <<anchor in first document>>
go to [[anchor in second document]]
    * second document -- this is exported and we get the URL when we post
#+URL-FOR-EXTERNAL-ANCHORS http://example.org/first-document.html
      * <<anchor in second document>>
go to [[anchor%20in%20first%20document][anchor in first document]]

Comments are very welcome.  Is the problem clearly explained here?

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