docs: Fix broken links and add CI for link checking

- Ran linkcheck on the built docs and fixed broken links
- Added exceptions for private, anchors, and server errors
  that may come up when we run the linkcheck in CI.
- Also ignore self-referential GitHub links with commit hashes
- Fixed links on the insights page
- Converted some links to use the anchored format
- Fixes #1319

.gitlab-ci.yml

@@ -608,6 +608,7 @@ build_docs:
         - cd docs
         - pip install -r requirements.txt
         - build-docs -t esp32 esp32s3 esp32c2 esp32c3 esp32c6 esp32h2 esp32p4 -l en
+        - build-docs -t esp32 -l en linkcheck
 
 .deploy_docs_template:
     stage: docs