Resolve "Missing Issues/MRs links in documentation website"

What does this MR do and why?

doc: Add links to Issues/MergeRequests in GitLab page CHANGELOG (#144 (closed))

https://pypi.org/project/mkdocs-gitlab-plugin/

Screenshots or screen recordings

MR acceptance checklist

• My code follows the style guidelines of this project
• I ran pylint and other linters for modified files
• I have performed a self-review of my own code and tested it
• I have commented my code, particularly in hard-to-understand areas
• My changes generate no new warnings
• My code needed automated testing. I have added them (this is optional task)
• I have added user readable comment in the CHANGELOG

Closes #144 (closed)