Use html links in warning block

[azeey]

🦟 Bug fix

Summary

Uses <a> tags since Markdown links don't work inside html blocks

Checklist

• [ ] Signed all commits for DCO
• [ ] Added tests
• [ ] Updated documentation (as needed)
• [ ] Updated migration guide (as needed)
• [ ] Consider updating Python bindings (if the library has them)
• [ ] codecheck passed (See contributing)
• [ ] All tests passed (See test coverage)
• [ ] While waiting for a review on your PR, please help review another open pull request to support the maintainers

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