fix links in the nats connector docs (#9484) #1569

Job	Run time
test-ubuntu / Build packages (3.10, ubuntu-22.04)	10m 38s
test-ubuntu / ubuntu-22.04 pytest	23m 16s
test-ubuntu / ubuntu-22.04 pytest	23m 22s
test-ubuntu / Notify_on_failure	0s
	57m 16s

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