[Need support]: Add a test guarding relative markdown links

[TKaltofen]

What and why

The markdown docs (README, CONTRIBUTING, the kg family README, demo READMEs) contain many relative links and file references, and some have already drifted (see the stale docs/kg-connector-base-classes.md reference). A small linter script that checks relative markdown links against the working tree, run as a pytest, keeps them from drifting again. mloda-registry has a similar scripts/lint_docs.py that can serve as inspiration, though a much smaller version is enough here.

Pointers

• README.md, CONTRIBUTING.md, open_kgo/feature_groups/kg/README.md, demo/data/README.md, demo/data/metaqa/README.md, docs/github-workflows.md
• Prior art: https://github.com/mloda-ai/mloda-registry/blob/main/scripts/lint_docs.py
• Existing repo-level tests live under tests/ (e.g. tests/test_demo_data.py) and show the conventions

Steps

1. Write a small test (e.g. tests/test_doc_links.py) that walks all committed *.md files, extracts relative link targets and inline file references in standard markdown link syntax, and asserts each target exists.
2. Skip external links (http://, https://, mailto:).
3. Fix or coordinate fixes for any breakage it finds (the known stale reference has its own issue).
4. Run tox; the new test must be part of the normal pytest run and respect mypy strict mode.

Acceptance criteria

• A pytest fails when a relative markdown link points at a missing file, and passes on main once existing breakage is fixed.
• tox passes.

Notes

This project uses semantic versioning driven by Conventional Commits, so the PR title matters: use a prefix like test: or feat: (e.g. test: guard relative doc links).

New to the project? This issue is a good entry point, we are happy to help in the comments.

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