Fix URL checker on lean.io links

[LouisSzeto]

Description

The URL checker is wrongly checking links in Lean-CLI & Lean Engine sections with full link (http://www.quantconnect.com/...) by lean.io/... This PR fixes the checker only checks the shortened links. And fixes broken hrefs.

Related Issue

Motivation and Context

Bug

Types of changes

• [X] Bug fix (non-breaking change which fixes an issue)
• [ ] Refactor (non-breaking change which improves implementation)
• [ ] New feature (non-breaking change which adds functionality)
• [ ] Non-functional change (xml comments/documentation/etc)

Checklist:

• [X] My code follows the code style of this project.
• [X] I have read the CONTRIBUTING document.
• [X] My branch follows the naming convention bug-<issue#>-<description> or feature-<issue#>-<description>