Is there any reason not to have links from wikidata/FooBar to
en.wiki/FooBar and de.wiki/Foo#Bar? It would be a directed edge, but is
that a problem?

I think this should not be possible becaus the german article cant link to 3 english articels.
 
I think there are a lot of articles especially in the german wikipedia
where you don't have FooBar but Foo#Bar.

LB
 

But if the tag __STATICREDIRECT__ would be support you cold do a workaround by linking to the germane redirect de:Foobar therefor see Bug 40755 https://bugzilla.wikimedia.org/show_bug.cgi?id=40755 . But i am not shure if we realy want this kind of linking.

Sk!d