Add cross-file anchor link check (use lychee for markdown link checking)

.lychee.toml

@@ -0,0 +1,10 @@
+include-fragments = true
+
+exclude  = [
+    # excluding links to pull requests and issues is done for performance
+    "^https://github.com/open-telemetry/opentelemetry-proto/pull/\\d+$",
+    "^https://github.com/open-telemetry/opentelemetry-proto/issue/\\d+$"
+]
+
+# better to be safe and avoid failures
+max-retries = 6

Makefile

@@ -170,11 +170,13 @@ ALL_DOCS := $(shell find . -type f -name '*.md' -not -path './.github/*' -not -p
 
 .PHONY: markdown-link-check
 markdown-link-check:
-	@if ! npm ls markdown-link-check; then npm install; fi
-	@for f in $(ALL_DOCS); do \
-		npx --no -- markdown-link-check --quiet --config .markdown_link_check_config.json $$f \
-			|| exit 1; \
-	done
+	docker run --rm \
+		--mount 'type=bind,source=$(PWD),target=/home/repo' \
+		lycheeverse/lychee \
+		--config home/repo/.lychee.toml \
+		--root-dir /home/repo \
+		-v \
+		home/repo
 
 .PHONY: markdownlint
 markdownlint: