Use mkdocs --strict option to verify .md links

Migrated issue

Reported by: jonathan1055

Related to !378 (merged) !374 (merged)

Problem/Motivation

We had an internal link in a doc page which had the incorect path.
Fixed in !281 (36ecd8b9)

External links could also be incorrect. Or may be valid at the time of writing, but subsequently the target url is moved or becomes unreachable.

Proposed resolution

Investigate if we want to use markdown-link-check to validate the links in our documentation pages.
https://github.com/tcort/markdown-link-check

Remaining tasks

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