Cleanup dead links

[jan--f]

I ran the link-validation action for the first time and we have many dead links in the documentation.
Ideally we can replace them with working links, if that is not possible we should remove them.
https://github.com/prometheus/docs/actions/runs/22947752825/job/66604349240#step:5:427

[Peacesandy]

Hello @jan--f
Please can I work on this

[haein45]

Hi @jan--f, this seems still open with no linked PR. I'd like to work on this. I'll run the link-validation action to get a fresh list of dead links and start fixing them.