CI check to make sure that CHANGELOG.md is up to date

[mortenpi]

In the olden days, we had a script that would pretty thoroughly check if all the links and stuff in CHANGELOG.md were up to date, but this got removed when things became a bit automated. However, since now you have to run make changelog again, we should bring it back in some form.

Some of the old tooling might be still be recoverable from https://github.com/JuliaDocs/Documenter.jl/pull/2035/files

Related: #2229.