Within the main WYSIWYG window, when you copy-and-paste a link to an anchor within the current document (e.g. <a href="#here">), the current file name is prepended (e.g. to become <a href= "thisfile.html#here">).
If the file is subsequently renamed outside KompoZer, the link becomes broken (as it now points outside the document, to a file that may not exist).
This has been a "feature" since at least v 0.7, and remains in 0.8b1 (on Windows at least).
I cannot see any reason why this should be the case, nor can I see a way of turning it off.
If there is a reason that some users would want this, it would be good if it could be turned on or off (presumably through Options/General).
This is easily the most annoying thing I come across with KompoZer!