A WebmasterWorld help thread asks what is the message that reads "Via this intermediate link" mean when you see it in Google Webmaster Tools, link reports.
It basically means, Google is showing you where the link is coming from when there is a redirect involved. Google launched this feature back in December 2010 and SEOs may have forgotten about it. Here is a screen shot:
Google explains:
Links to your site now shows when a particular URL redirects. If there's a link to your site that links to URL1 which then redirects to URL2, we are now showing the link from URL1 to URL2 as an intermediate link. We also added a "Download all links" option to all the tables in the Links to your site feature.
So those notifications mean it is a URL redirect.
Forum discussion at WebmasterWorld.
