Configure external link recognition (and handling)

Currently, if a link ([text](link)) does not match a URL scheme (e.g. ‘http://…’) then it is treated as an internal cross-reference (to a reference target or sphinx document, etc): https://github.com/executablebooks/MyST-Parser/blob/3d5ae4f94c9d39435d76861b86dc5171ee23c9df/myst_parser/docutils_renderer.py#L412-L415

In some use cases a configuration option could be useful, such that links with certain extensions (or regexes) are converted to external links, rather than attempting to resolve them as internal links

_Originally posted by @chrisjsewell in https://github.com/executablebooks/jupyter-book/issues/823#issuecomment-668135898_

[chrisjsewell]

Yep, and that will change in myst-parser 0.17

[chrisjsewell]

For Myst to be a replacement for recommonmark, this functionality is pretty critical though.

Well myst has already replaced recommonmark 😉: https://github.com/readthedocs/recommonmark/issues/221

its not out of the question, but I feel this is more of a “power-user” feature, that could be easily replicated with an external transform: e.g. simply add to you conf.py

# available in the next release
myst_all_links_external = True
# or
myst_url_schemes = ("http", "https", "mailto", "ftp", "issue")

from docutils import nodes
from sphinx.transforms import SphinxTransform

class MyTransform(SphinxTransform):
    default_priority = 1
    def apply(self, **kwargs) -> None:
        for node in self.document.traverse(nodes.reference):
            if "refuri" in node and node["refuri"].startswith("issue:"):
                node["refuri"] = "whatever you want"
                node["classes"].append("my-class")

def setup(app):
    app.add_transform(MyTransform)