File name/path for link errors doesn't show

[saswatamcode]

Currently, while running mdox on several files, say using file glob like mdox fmt -l {*.md, */*.md} it's not possible to tell where a particular error is due to outputs like below. Here there's no local link error so it's not possible to guess which file has the broken links from error message itself,

4 errors:
                "https://github.com/thanos-io/thanos/issues/1706" not accessible; status code 429: Too Many Requests
                "https://github.com/prometheus/prometheus/pull/5794" not accessible; status code 429: Too Many Requests
                "https://github.com/grpc-ecosystem/go-grpc-middleware/blob/v2/interceptors/logging/options.go#L58" not accessible; status code 429: Too Many Requests
                "https://github.com/grpc-ecosystem/go-grpc-middleware/blob/v2/interceptors/logging/options.go#L51" not accessible; status code 429: Too Many Requests
                "https://github.com/cortexproject/cortex/pull/2349" not accessible; status code 429: Too Many Requests