MAINT - Workflows updates

[trallard]

This PR should be the last of a series of improvements to our CI:

1. We have been having intermittent failures on our docs-check workflow when trying to check links for gnu such as:

   /home/runner/work/pydata-sphinx-theme/pydata-sphinx-theme/docs/community/topics/i18n.rst:112: WARNING: broken link: https://www.gnu.org/software/gettext/manual/gettext.html#Fuzzy-Entries (HTTPSConnectionPool(host='www.gnu.org', port=443): Max retries exceeded with url: /software/gettext/manual/gettext.html (Caused by NewConnectionError('<urllib3.connection.HTTPSConnection object at 0x7f6d203efb10>: Failed to establish a new connection: [Errno 101] Network is unreachable')))
   

   This PR tries to fix the timeout/retry issues.

2. Remove the RTD preview action that adds the link to the PR comment, as it has been failing despite having the correct permissions (and it seems RTD folks plan to move this to RTD directly Bring the preview GH action into the product readthedocs/readthedocs.org#11780)

3. Fixes the last trigger-related issues after changing the coverage workflow to workflow_call so we get our coverage comments again (I have a PR in my repo with this working again Test PR - coverage comment trallard/pydata-sphinx-theme#2)

[drammock]

just two tiny tweaks to comments, I'll commit them as I think they are clear improvements / should be uncontroversial.

[drammock]

@trallard feel free to merge when CIs are green, if I don't get to it first

[trallard]

Thanks @drammock 🙏🏽