Fixed broken urls

| Q             | A
| -------------- | ---
| Doc fix?       | yes
| New docs?    | no
| Applies to     | 2.4+
| Fixed tickets |

Fixed some broken links and change the path of another one that was not pointing to the right place.

Also this issue is related with #2156 since it seems to be a problem of the documentation generator and the sphinx extension

/cc @fabpot