I think the ‘onebox’ is created if you copy and paste a hyperlink.
If you use the ‘chainlink’ approach then you get just the hyperlink in the post, with the option to type something more descriptive than the URL.
As Ivan said, the “#” is used to link to a category. What I haven’t figured out is how to add the the sub-categories. I’m going to try to link to the Guitar Challenges sub-category: #all-about-your-music:guitar-challenges
OK got it, type the “#” and then start typing the name of either a category or a sub-category. If you select a sub-category then the parent category is automatically included.