Update docs/product/relay/modes/index.mdx

Co-authored-by: Joris Bayer <[email protected]>

Author: tobias-wilfert

docs/product/relay/modes/index.mdx

@@ -47,4 +47,5 @@ relay:
 
 ## Static Mode
 
-Static mode has been deprecated as of Relay version 25.9.0. Please use `managed` or `proxy` mode instead. When switching to `managed` mode don't forget to migrate any local scrubbing rules by configuring them in the Sentry UI.
+Static mode has been deprecated as of Relay version 25.9.0. Please use `managed` or `proxy` mode instead. When switching to `managed` mode don't forget to migrate any data scrubbing rules in your config directory by [configuring them in the Sentry UI](/security-legal-pii
+/scrubbing/).