chore: add action to check for dead links

.github/DEAD_LINKS_IN_DOCS.md

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+---
+title: "Docs contains dead links"
+assignees: signorecello catmcgee critesjosh jzaki Savio-Sou
+labels: documentation
+---
+
+Some of the external links in the docs are now dead. This is likely due to the thing being linked to being moved.
+
+Check the [Check Markdown links]({{env.WORKFLOW_URL}}) workflow for details.
+
+This issue was raised by the workflow `{{env.WORKFLOW_NAME}}`

.github/workflows/docs-dead-links.yml

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+name: Check Markdown links
+
+on:
+  schedule:
+    # Run a check at 9 AM UTC
+    - cron: "0 9 * * *"
+
+# This will cancel previous runs when a branch or PR is updated
+concurrency:
+  group: ${{ github.workflow }}-${{ github.head_ref || github.ref || github.run_id }}
+  cancel-in-progress: true
+
+
+jobs:
+  markdown-link-check:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@master
+    - uses: gaurav-nelson/github-action-markdown-link-check@v1
+      with:
+        use-quiet-mode: 'yes'
+        config-file: ./docs/link-check.config.json
+        folder-path: ./docs
+
+    # Raise an issue if the previous step failed due to dead links being found
+    - name: Alert on dead links
+      uses: JasonEtco/create-an-issue@v2
+      if: ${{ failure() }}
+      env:
+        GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
+        WORKFLOW_NAME: ${{ github.workflow }}
+        WORKFLOW_URL: ${{ github.server_url }}/${{ github.repository }}/actions/runs/${{ github.run_id }}/job/${{ github.job }}
+      with:
+        update_existing: true
+        filename: .github/DEAD_LINKS_IN_DOCS.md

docs/link-check.config.json

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+{
+    "ignorePatterns": [
+        {
+            "pattern": "^[^\/]+\/[^\/].*$|^\/[^\/].*$"
+        }
+    ]
+}