Add markdown link validation to CI

[PAMulligan]

Description

Add a CI step that validates all internal and external links in markdown files. As the project grows, broken links in docs become a maintenance burden.

Why

The project has 8+ documentation files, a README, CONTRIBUTING.md, and CLAUDE.md — all with cross-references. Catching broken links automatically prevents contributor frustration and maintains documentation quality.

Acceptance Criteria

• Add a markdown link check step to .github/workflows/ci.yml
• Check all .md files in the repo root and docs/ directory
• Validate internal links (relative paths to files that exist)
• Optionally check external URLs (with retry/timeout to avoid flakiness)
• Fix any currently broken links
• CI passes

Implementation Options

Using markdown-link-check:

- name: Check markdown links
  uses: gaurav-nelson/github-action-markdown-link-check@v1
  with:
    config-file: '.markdown-link-check.json'

Or using lychee:

- name: Check links
  uses: lycheeverse/lychee-action@v1
  with:
    args: --verbose --no-progress '**/*.md'