Broken gateway links in code blocks

[NicolasPllr1]

Initial Checks

• I confirm that I'm using the latest version of Pydantic AI
• I confirm that I searched for my issue in https://github.com/pydantic/pydantic-ai/issues before opening this issue

Description

Hi,

I found broken 'Learn about Gateway' links in the docs (in code blocks).

For instance:

• In 'Pydantic AI' : link (this one works)
• In 'Core Concepts > Agent' : link (broken)
• In 'Models and Providers > OpenAI' : link (broken)

I think I managed to fix them, so opening a PR for that:

• Fix Gateway links in code blocks #3444

Thanks