Sections in R reports with rmarkdown

When one creates an R Markdown document (.Rmd), available Markdown sections (e.g. header lines # Header and chunks) appear in the Jump To menu as well as in the Document Outline.

However, when one writes a R report, the only sections which matter are those in R style (e.g. # Section title -------). Prefixed Markdown headers (#' # Header) and chunks are dropped.
In my code style, this leads to to duplicate code (writing a Markdown header, and an R section with the same title to split the R script in chunks, to profit from "Jump To" and "Run Code Section" commands).

Would it be possible to parse Markdown sections as if they were R code sections?
Or, alternatively, let RStudio parse Markdown chunks as if the document were written using R Markdown?

An reproducible example, called a reprex would really help. I suspect you'll need to use a little LaTeX help to do this, but can't tell.