Update links to external sites (Port from CE)

What does this MR do?

Part of the continuing effort to fix/update all the bad links in docs project-wide. This MR mostly updates links to eliminate redirects, which the Docs Team link checker does not like

Ported from CE https://gitlab.com/gitlab-org/gitlab-ce/merge_requests/22578. This MR adds a few extra EE-only Jenkins link updates.

Related issues

https://gitlab.com/gitlab-org/gitlab-ce/issues/51696

Author's checklist

• Apply the correct labels and milestone
• Crosslink the document from the higher-level index
• Crosslink the document from other subject-related docs
• Feature moving tiers? Make sure the change is also reflected in features.yml
• Correctly apply the product badges and tiers
• Port the MR to EE (or backport from CE): always recommended, required when the ee-compat-check job fails

Review checklist

• Your team's review (required)
• PM's review (recommended, but not a blocker)
• Technical writer's review (required)
• Merge the EE-MR first, CE-MR afterwards