Check links using lychee instead of a custom script (backport #1355)

[mergify]

Recently, our check_links workflow was failing very often, apparently GitHub has introduced new rate limits. I played around with lychee, a tool specifically made for link checking, which supports caching and even understands local links in Markdown and RST files.

It is significantly faster and allows caching built-in. And it helped me find three dead (local) links in the robot_driver's README.

Note: I expect things to fail with the initial run, as the cache has to be built up first.

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This is an automatic backport of pull request #1355 done by Mergify.

[mergify]

Cherry-pick of d38be8e has failed:

On branch mergify/bp/humble/pr-1355
Your branch is up to date with 'origin/humble'.

You are currently cherry-picking commit d38be8e.
  (fix conflicts and run "git cherry-pick --continue")
  (use "git cherry-pick --skip" to skip this patch)
  (use "git cherry-pick --abort" to cancel the cherry-pick operation)

Changes to be committed:
	deleted:    .github/helpers/check_urls.sh
	modified:   .gitignore

Unmerged paths:
  (use "git add <file>..." to mark resolution)
	both modified:   .github/workflows/check_links.yml
	both modified:   ur_robot_driver/README.md

To fix up this pull request, you can check it out locally. See documentation: https://docs.github.com/en/pull-requests/collaborating-with-pull-requests/reviewing-changes-in-pull-requests/checking-out-pull-requests-locally