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
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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
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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