Document docstring parsing limitations

[pawamoy]

Example:

"""
Args:
    obj: instance of [HelloWorld][1].

Some text.

[1]: https://url.to.helloworld/documentation
"""

This will not work because obj's description is isolated from the rest in the structured data, so the [1] is not available when mkdocstrings renders it, meaning the link will not be rendered.

Maybe we could parse such refs ([1], [link id], etc.) so mkdocstrings could append them to every Markdown piece it renders.