CI/DOC: Fix docbuild link warnings
Showing up in recent builds

```
/home/runner/work/pandas/pandas/doc/source/user_guide/advanced.rst:1263: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/issues/2388' could be replaced by an extlink (try using ':issue:`2388`' instead)
/home/runner/work/pandas/pandas/doc/source/user_guide/cookbook.rst:210: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/issues/2904' could be replaced by an extlink (try using ':issue:`2904`' instead)
/home/runner/work/pandas/pandas/doc/source/user_guide/cookbook.rst:412: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/issues/2995' could be replaced by an extlink (try using ':issue:`2995`' instead)
/home/runner/work/pandas/pandas/doc/source/user_guide/cookbook.rst:927: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/issues/3791' could be replaced by an extlink (try using ':issue:`3791`' instead)
/home/runner/work/pandas/pandas/doc/source/user_guide/cookbook.rst:964: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/issues/2996' could be replaced by an extlink (try using ':issue:`2996`' instead)
/home/runner/work/pandas/pandas/doc/source/user_guide/cookbook.rst:1087: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/issues/2886' could be replaced by an extlink (try using ':issue:`2886`' instead)
/home/runner/work/pandas/pandas/doc/source/user_guide/cookbook.rst:1222: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/issues/19842#issuecomment-892150745' could be replaced by an extlink (try using ':issue:`19842#issuecomment-892150745`' instead)
/home/runner/work/pandas/pandas/doc/source/user_guide/cookbook.rst:1243: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/issues/3032' could be replaced by an extlink (try using ':issue:`3032`' instead)
/home/runner/work/pandas/pandas/doc/source/whatsnew/v0.17.1.rst:52: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/issues/11610' could be replaced by an extlink (try using ':issue:`11610`' instead)
```
Looks like a few more?

```
/home/runner/work/pandas/pandas/doc/source/development/contributing_codebase.rst:504: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/wiki/Testing' could be replaced by an extlink (try using ':wiki:`Testing`' instead)
/home/runner/work/pandas/pandas/doc/source/development/roadmap.rst:77: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/issues/28095' could be replaced by an extlink (try using ':issue:`28095`' instead)
/home/runner/work/pandas/pandas/doc/source/development/roadmap.rst:131: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/wiki/(Tentative)-rules-for-restructuring-indexing-code' could be replaced by an extlink (try using ':wiki:`(Tentative)-rules-for-restructuring-indexing-code`' instead)
/home/runner/work/pandas/pandas/doc/source/ecosystem.rst:603: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/issues/14468' could be replaced by an extlink (try using ':issue:`14468`' instead)
/home/runner/work/pandas/pandas/doc/source/ecosystem.rst:603: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/issues/26766' could be replaced by an extlink (try using ':issue:`26766`' instead)
/home/runner/work/pandas/pandas/doc/source/ecosystem.rst:603: WARNING: hardcoded link 'https://github.com/pandas-dev/pandas/issues/28142' could be replaced by an extlink (try using ':issue:`28142`' instead)
``` hmm do we need to backport this? (i am going to say yes but i think we might need a different PR for 1.4) as we don't have all doc patches backported Yeah probably needs backporting to 1.4.

Sphinx just released 4.4.0 and this feature triggered this warning https://github.com/sphinx-doc/sphinx/pull/9800 We could also pin sphinx <4.4.0 on the 1.4 branch but not sure if that's a messier change. > We could also pin sphinx <4.4.0 on the 1.4 branch but not sure if that's a messier change.
i think that would be ok for 1.4 (whatever is easier) Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
git checkout 1.4.x
git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
git cherry-pick -m1 7b3203973225d5156ac9987c4ad093b2f7040d2c
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
git commit -am 'Backport PR #45456: CI/DOC: Fix docbuild link warnings'
```

4. Push to a named branch:

```
git push YOURFORK 1.4.x:auto-backport-of-pr-45456-on-1.4.x
```

5. Create a PR against branch 1.4.x, I would have named this PR:

> "Backport PR #45456 on branch 1.4.x (CI/DOC: Fix docbuild link warnings)"

And apply the correct labels and milestones.

Congratulations — you did some good work! Hopefully your backport PR will be tested by the continuous integration and merged soon!

Remember to remove the `Still Needs Manual Backport` label once the PR gets merged.

If these instructions are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                 @meeseeksdev backport 1.4.x @mroeschke do what you can for the 1.4 branch (pin is ok) Owee, I'm MrMeeseeks, Look at me.

There seem to be a conflict, please backport manually. Here are approximate instructions:

1. Checkout backport branch and update it.

```
git checkout 1.4.x
git pull
```

2. Cherry pick the first parent branch of the this PR on top of the older branch:
```
git cherry-pick -m1 7b3203973225d5156ac9987c4ad093b2f7040d2c
```

3. You will likely have some merge/cherry-pick conflict here, fix them and commit:

```
git commit -am 'Backport PR #45456: CI/DOC: Fix docbuild link warnings'
```

4. Push to a named branch:

```
git push YOURFORK 1.4.x:auto-backport-of-pr-45456-on-1.4.x
```

5. Create a PR against branch 1.4.x, I would have named this PR:

> "Backport PR #45456 on branch 1.4.x (CI/DOC: Fix docbuild link warnings)"

And apply the correct labels and milestones.

Congratulations — you did some good work! Hopefully your backport PR will be tested by the continuous integration and merged soon!

Remember to remove the `Still Needs Manual Backport` label once the PR gets merged.

If these instructions are inaccurate, feel free to [suggest an improvement](https://github.com/MeeseeksBox/MeeseeksDev).
                 @jreback just did a manual one at https://github.com/pandas-dev/pandas/pull/45458