GitHub Actions: External Link checker

[odscjames]

• Look at the last few failures and see if we can fix
• Decide if this should be required, or run on a cron on main branches, or some other scheme

Split out from #19

[duncandewhurst]

As suggested in #19 (comment), I think that this test would need to result in a warning rather than a failure so that the build isn't overly dependent on externalities.