Which commands aren't documented? Remember that some commands aren't documented because they are deprecated and have been replaced with newer commands. I can only think of one off the top of my head which isn't in the helpfile (/setlayer). Obviously if you know of more then it would be helpful for someone (ie. you) to supply them to help Khaled and Tjerk keep the helpfile up-to-date.
I would like to see anchors to send people to a certain place within a page in the helpfile, I think I suggested it before the forums went down, but I'm not really certain I got round to it.
Watchdog: Help files can have anchors, even the IRC Intro distributed with mIRC has them.
Poppy: The commands documented in the helpfile are all mIRC commands, not IRC server ones.