Change the way we exclude local files in external link checks

What does this MR do and why?

Especially because it can interfere with lychee calls outside the external link checks, let's exclude links to local files using the CLI. That way, the configuration can be for more kinds of lychee calls.

Makes use of schemes: https://lychee.cli.rs/usage/cli/#on-schemes.

Relates to: technical-writing#979 (closed).

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