Update checks.yml to update and fix link checker CI flow

[thomivy]

• Updates Lychee Broken Link checker from 1.5 to 1.9
• Adds --base to args so root-relative paths are tested as well, as well as the path .
• Adds mdx to the file types checked, critical for Nextra.
• Adds .lycheeignore file to root to ignore mentions of localhost in documents pages for node setup

Code Checklist

• [ ] I have tested that prove my changes are working as intended
• [ ] I have added necessary documentation (if appropriate)

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