Update ui navigation for compliance related docs

Our docs have inaccurate UI navigation steps with the new UI, https://docs.gitlab.com/ee/administration/audit_event_streaming.html#use-the-gitlab-ui for example

  1. On the left sidebar, select Security and Compliance > Audit events.
Old UI New UI
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We will need to run through the docs and see any references to compliance related features that will need to have update sidebar navigation paths