Add more cross-listings and a CI test for warnings in docs

[maxrjones]

You should add cross linking for all your dependencies:

• https://docs.xarray.dev/en/stable/objects.inv
• https://numpy.org/doc/stable/objects.inv
• https://numcodecs.readthedocs.io/en/stable/objects.inv
• https://zarr.readthedocs.io/en/stable/objects.inv
• https://developmentseed.org/obstore/latest/objects.inv

I'd also suggest adding cross linking for your optional dependencies

Originally posted by @kylebarron in #615 (comment)

I'd also suggest adding a CI step that ensures your docs build doesn't have any warnings: developmentseed/obstore@ec7dd29/.github/workflows/test-python.yml#L73-L76

This ensures that all links are valid

[TomNicholas]

Closed by #626