The middle link, the page itself, will not be affected at all. It will simply no longer appear in Special:DoubleRedirects.
For example, you have ??? Natsui, Homoxorus, & Bob. These last two pages will not change in any way at all, the only thing will happen is this to ??? Natsui. Now, it links directly to Bob as it should & works properly.
These are circular redirects, e.g. it redirects to itself, or ends in a redirect that redirects to itself. There's nothing to really be done for these except to delete them, they don't work anyway. Would you be already with me nuking these?
Heya, sorry for the delay, but I got around to implementing all that now! It looks like you actually removed the Answers Wiki link but just didn't submit the JS for approval, so I went ahead & did that. Sometime next week it should go live & the link will vanish.