mdlinkcheck: detect and check "raw" links

- URLs specified outside of the markdown []() are now extracted and
  checked

- also check TODO, FAQ and KNOWN_BUGS

- more aggressive avoiding to check github.com/curl/curl, all uses of
  example domains and some more established URLs on the curl.se site

- list all errors in the end to make them easier to spot in CI logs

Closes #19848

.github/workflows/checkdocs.yml

@@ -15,8 +15,7 @@ name: 'Docs'
     paths:
       - '.github/workflows/checkdocs.yml'
       - '.github/scripts/**'
-      - '.github/scripts/mdlinkcheck'
-      - '/scripts/**'
+      - 'scripts/**'
       - '**.md'
       - 'docs/*'
   pull_request:
@@ -25,8 +24,7 @@ name: 'Docs'
     paths:
       - '.github/workflows/checkdocs.yml'
       - '.github/scripts/**'
-      - '.github/scripts/mdlinkcheck'
-      - '/scripts/**'
+      - 'scripts/**'
       - '**.md'
       - 'docs/*'