fix some docs formatting, link to other parts of the docs (#1471)

Author: sawka

docs/docs/faq.mdx

@@ -66,6 +66,8 @@ Set these keys:
 
 Note: we set the `ai:*` key to true to clear all the existing "ai" keys so this config is a clean slate.
 
+<a name="perplexity" />
+
 ### How can I connect to Perplexity?
 
 Open your [config file](./config) in Wave using `wsh editconfig`.

docs/docs/releasenotes.mdx

@@ -11,13 +11,13 @@ sidebar_position: 200
 Wave Terminal v0.10.0 introduces workspaces, making it easier to manage multiple work environments. We've added powerful new command execution capabilities with `wsh run`, allowing you to launch and control commands in dedicated blocks. This release also brings significant improvements to SSH with a new connections configuration system for managing your remote environments.
 
 - **Workspaces**: Organize your work into separate environments, each with their own tabs, layouts, and settings
-- **Command Blocks**: New `wsh run` command for launching terminal commands in dedicated blocks, with support for magnification, auto-closing, and execution control
-- **[Connections]** New configuration system for managing SSH connections, with support for WSH-free operation
-- **[UI]** Improved tab management with better switching behavior and context menus
+- **Command Blocks**: New `wsh run` command for launching terminal commands in dedicated blocks, with support for magnification, auto-closing, and execution control ([docs](/wsh#run))
+- **Connections**: New configuration system for managing SSH connections, with support for wsh-free operation ([docs](/connections))
+- Improved tab management with better switching behavior and context menus (many bug fixes)
 - New tab features including pinned tabs and drag-and-drop improvements
 - Create, rename, and delete files/directories directly in directory preview
-- Added Perplexity API integration
-- `wsh setbg` command for background handling
+- Added Perplexity API integration ([docs](/faq#perplexity))
+- `wsh setbg` command for background handling ([docs](/wsh#setbg))
 - Switched from Less to SCSS for styling
 - [bugfix] Fixed tab flickering issues during tab switches
 - [bugfix] Corrected WaveAI text area resize behavior