This package is not currently part of the Emacs distribution.
Generate a table of content
You can re-generate the toc, put it wherever you want and customize it.
See outline-toc.el (in development and not in MELPA yet). It displays a TOC on the sidebar, highlighting the one that you're editing in the master document. Also works for org-mode (and other outline-mode compatible files).
Live preview as you type
There are a few possibilities.
See impatient-mode (in MELPA). It only depends on emacs packages. This package is designed for html, but it is possible to make it render markdown, with two possibilities.
The first one is to use the snippet we can find here: https://stackoverflow.com/questions/36183071/how-can-i-preview-markdown-in-emacs-in-real-time/36189456?noredirect=1#comment104784050_36189456
Evaluate the snippet somewhere, then run M-x imp-set-user-filter in your markdown buffer and supply the newly-created markdown-html symbol when it asks for the function.
Go to localhost:8080/imp, choose the file to watch, and enjoy live updating markdown!
The second possible snippet cooperates with markdown-mode:
(defun markdown-filter (buffer) (princ (with-temp-buffer (let ((tmpname (buffer-name))) (set-buffer buffer) (set-buffer (markdown tmpname)) ; the function markdown is in `markdown-mode.el' (buffer-string))) (current-buffer)))
livedown is specific to markdown but it requires nodejs packages (to be easily installed with npm).