Try to get rid of the external mermaid js

[lazka]

45ba4ec is the first place we use mermaid, and that pulls in the JS from a CDN. Ideally we would host it ourselves.

mkdocs has a privacy plugin, but that isn't part of the free version.

We could also add the mermaid.js manually, which makes mkdocs no load it, but that would add 700kb to the first page load on every page, so I'd like to avoid that.