Add links to Jira docs in Jira error messages

For some Jira integration error messages we would like to link to the relevant Jira docs !66987 (comment 644747021).

We're unable to do this currently because the frontend escapes HTML tags !66987 (comment 646034913).

After #337928 (closed) addresses this limitation we can add the missing links. ☃

The epic &6002 (closed) can be closed once this issue is completed.