Add pytest-check-links for internal URLs

[bollwyvl]

References

• contains More docs updates #3674
  • this could be an unrelated PR, but is also testing that the binder badge workflow is correct
• continues Overhaul docs toolchain #3673

Changes

• adds pytest-check-links
• adds docs about running locally
• adds to docs CI

Future work

• checking external links is a bit more fiddly, and benefits from a more precise use of caching to avoid making way too many requests and getting rate-banned

[bollwyvl]

Note this is still failing the binder badge, as I guess it uses the one from main?

[bollwyvl]

Whew, the generated pages are: a) really slow and b) do have a lot of errors.

I'm not sure how to gate this properly to make it effective in CI: waiting for a merge to main seems too late, while blocking every PR seems worse.

I guess it could be split into multiple jobs:

• one for typedoc
• one for autodoc
• one for "the rest"

[bollwyvl]

I don't think it's gonna finish 😿