Is it possible to add a different content to to anchors whose href is internal (e.g. #bookmark1), and to anchors whose href is external?

One way to do it is, manually set the class of all internal anchors to "internal" and all others to "external", and then use something like:

a.internal:after {
  content: ' - see page ' target-counter(attr(href), page); 
}
a.external:after {
  content: ' - see URL ' attr(href); 
}

Is there a way to do this automatically?

You could use an attribute selector to see if the href attribute begins with # or not:

a[href^="#"] { ... internal style ... }
a:not([href^="#"]) { ... external style ... }