[docs/python] Add more external links for docsite

[johnkerl]

Issue and/or context:

#1089

This PR doesn't touch in-package links -- those will be a separate PR

[codecov-commenter]

Codecov Report

Patch coverage has no change and project coverage change: +40.89 🎉

Comparison is base (e347914) 50.34% compared to head (694d488) 91.24%.

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Additional details and impacted files

@@             Coverage Diff             @@
##             main    #1154       +/-   ##
===========================================
+ Coverage   50.34%   91.24%   +40.89%     
===========================================
  Files          61       30       -31     
  Lines        4378     2306     -2072     
===========================================
- Hits         2204     2104      -100     
+ Misses       2174      202     -1972     

Flag	Coverage Δ
python	91.24% <ø> (?)
r	?

Flags with carried forward coverage won't be shown. Click here to find out more.

Impacted Files	Coverage Δ
apis/python/src/tiledbsoma/__init__.py	100.00% <ø> (ø)
apis/python/src/tiledbsoma/_dataframe.py	96.93% <ø> (ø)
apis/python/src/tiledbsoma/_factory.py	91.78% <ø> (ø)
apis/python/src/tiledbsoma/_read_iters.py	94.87% <ø> (ø)
apis/python/src/tiledbsoma/_sparse_nd_array.py	90.90% <ø> (ø)
apis/python/src/tiledbsoma/_tiledb_array.py	95.40% <ø> (ø)
apis/python/src/tiledbsoma/io/ingest.py	85.18% <ø> (ø)

... and 84 files with indirect coverage changes

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[ebezzi]

LGTM. Out of curiosity, did you try to set up intersphinx for those packages (arrow, etc) to do the linkage automatically?

[johnkerl]

@ebezzi I did not on this PR. More to do and more to learn! :)