Fix docs build

[theogf]

The current docs job is failing due to one of the examples erroring: https://github.com/JuliaGaussianProcesses/KernelFunctions.jl/actions/runs/13119973055/job/36603405080#step:5:46

This looks like a simple update to apply

[Crown421]

This might be a separate issue, to be solved elsewhere, but the Navbar is breaking all sorts of pages

[KumarRishabh]

Trying to get a local build of the docs up and running, facing the following issue:

I have changed the make.jl file in the docs folder to generate warnings instead of throwing errors when some cross_references are broken. I guess the documenter is unable to generate those remote links as the local links are not generated, due to some other unknown reason (to me, at least).