Verify broken links automatically

[kavilla]

Is your feature request related to a problem? Please describe.

There were broken links that existing apart of the renaming exercise.

As we are dynamic and things are fluid, links to other repositories might become broken.
Developers find these problems when they use documentation, but we should have an automated way to check and notify broken links.

Describe the solution you'd like

Implement a github action to verify if there are any broken links

Describe alternatives you've considered

N/A

Additional context

Engines issue: opensearch-project/OpenSearch#873
Engines PR: opensearch-project/OpenSearch#877

[tmarkley]

Want to get to this ASAP, but it may not be ready for v1.2.