Fix missing link targets in docs

Since the BaseHTTPResponse split in #2083, various links in the docs are broken. Here’s how the Response Content looks like:

There are other cases, eg. the API Reference doesn’t include the top-level functions, so disable_warnings() or request() are not documented.

To fix everything in one go, we need to enable Sphinx’s nitpicky mode. Despite the vague name, it only does one thing: warn about missing references. And since we treat Sphinx warnings as errors, this will allow us to fix those missing references and prevent any regressions in the future.

Here’s how Trio configures this nitpicky mode: https://github.com/python-trio/trio/blob/cb48b33a42b09dde955617f93923ed8f5fa02426/docs/source/conf.py#L39-L57

The process here, for each of the 78 failures is to figure out if:

• the link is wrong and should be fixed,
• the function exists and should be in the API Reference (in that case, add it somewhere in docs/reference),
• or the link should be added to nitpicky_ignore.

It’s OK to open a PR that fixes only a few issues!

[RatanShreshtha]

I can pick this up

[pquentin]

@RatanShreshtha It turns out @V1NAY8 opened https://github.com/urllib3/urllib3/pull/2416, so if he’s still interested please focus on a different file