Fix broken links and other minor improvements

What does this MR do?

Fixes links to MySQL documentation.

Also just does minor improvements to Markdown.

Related issues

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

Author's checklist

• Apply the correct labels and milestone
• 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