[CI] Report link-check error when external URL used for local doc page (#498)

Co-authored-by: Carlos Alberto Cortez <calberto.cortez@gmail.com>

.markdown_link_check_config.json

@@ -6,8 +6,12 @@
   ],
   "replacementPatterns": [
     {
-        "pattern": "^/",
-        "replacement": "{{BASEURL}}/"
+      "pattern": "^/",
+      "replacement": "{{BASEURL}}/"
+    },
+    {
+      "pattern": "^https://github.com/open-telemetry/opentelemetry-proto/(blob|tree)/[^/]+/docs/",
+      "replacement": "LINK-CHECK-ERROR-USE-LOCAL-PATH-TO-DOC-PAGE-NOT-EXTERNAL-URL/"
     }
   ],
   "retryOn429": true,