Someone on Commons was complaining that you can't make redirects of the form #REDIRECT[[Special:mylanguage/foo]]
It seems like it would be nice to allow this.
I think the best way to go about doing something like this would be to add a method to SpecialPage class that subclasses can override. It could return self::REDIRECT_NOT_ALLOWED if never allowed (e.g. Special:userlogout, everything in $wgInvalidRedirectTargets), self::REDIRECT_AUTO which would do whatever $wgDisableHardRedirects is set to, and self::REDIRECT_ALWAYS which would always allow redirects.
Only downside is that the "redirected from" text would be missing, for these types of redirects, but I don't think that should stop us from allowing them.