Fix links and enable warning for missing links

[azeey]

🦟 Bug fix

Summary

I had set myst_all_links_external = True to limit the number of changes in #441. This PR enables link checking by removing that paramater and setting nitpicky = True (see https://myst-parser.readthedocs.io/en/latest/syntax/cross-referencing.html). In general the changes are:

• Where appropriate, change links that have versions to document links (e.g. /docs/blueprint/install to install). This lets sphinx know that this is a link to a document and can be verified.
• Anchor links need a .md extension (e.g. install_ubuntu_src#building-the-ignition-libraries to install_ubuntu_src.md#building-the-ignition-libraries). I believe this is a limitation of the myst_parser plugin
• Mark external links with a special syntax so sphinx can skip verifying them (e.g. [Sim](/api/sim/8/tutorials.html) to `Sim{.external})
• Change full https links to documents (e.g. https://gazebosim.org/docs/all/contributing#repository-list to contributing.md#repository-list

This also fixes the links on https://gazebosim.org/docs/harmonic/tutorials/ where the link for "Building your own robots" incorrectly points to https://gazebosim.org/docs/harmonic/tutorials/building_robot instead of https://gazebosim.org/docs/harmonic/building_robot

Additional, I fixed a few missing links identified by the warnings after enabling them.

Checklist

• Signed all commits for DCO
• Added tests
• Updated documentation (as needed)
• Updated migration guide (as needed)
• Consider updating Python bindings (if the library has them)
• codecheck passed (See contributing)
• All tests passed (See test coverage)
• While waiting for a review on your PR, please help review another open pull request to support the maintainers

Note to maintainers: Remember to use Squash-Merge and edit the commit message to match the pull request summary while retaining Signed-off-by messages.

[iche033]

this link looks incorrect?

[azeey]

Addressed in 743aa7c. In a followup PR, I plan to add a step in the github workflow that uses sphinx's linkcheck builder to check if all external links are valid. Hopefully, that will catch more issues like this.