Ensure links in the docs are correct

[alamb]

Is your feature request related to a problem or challenge? Please describe what you are trying to do.
There are several links in the rustdoc that are not correct or broken, such as https://docs.rs/arrow/8.0.0/arrow/array/struct.FixedSizeListArray.html

Describe the solution you'd like
I would like them all links to be valid and ideally have a CI check to ensure they remain that way

Additional context
Observed while preparing arrow 9.0.0 release