[docs] fix link to multiple OpenMP issue description

[StrikerRUS]

Fix flaky error

URL        `https://github.com/joblib/threadpoolctl/blob/master/multiple_openmp.md#user-content-workarounds-for-intel-openmp-and-llvm-openmp-case'
Name       `here'
Parent URL file:///home/runner/work/LightGBM/LightGBM/docs/_build/html/FAQ.html, line 307, col 396
Real URL   https://github.com/joblib/threadpoolctl/blob/master/multiple_openmp.md#user-content-workarounds-for-intel-openmp-and-llvm-openmp-case
Check time 2.337 seconds
D/L time   0.003 seconds
Size       178.06KB
Warning    [None] Anchor
           `user-content-workarounds-for-intel-openmp-and-llvm-openmp-case'
           (decoded:
           `user-content-workarounds-for-intel-openmp-and-llvm-openmp-case')
           not found. Available anchors:
           `action-menu-7bcd7c74-3a41-4bfd-8d70-cfb51e70[764](https://github.com/microsoft/LightGBM/actions/runs/9987785649/job/27602867047#step:3:765)4-button',
           `action-menu-7bcd7c74-3a41-4bfd-8d70-cfb51e707644-list',
           `action-menu-7bcd7c74-3a41-4bfd-8d70-cfb51e707644-overlay',
           `actions-repo-tab-count', `actions-tab',
           `ajax-error-message', `book-icon', `bookmark-icon',
           `circle-icon', `client-env', `code-icon',
           `code-repo-tab-count', `code-review-icon',
           `code-square-icon', `code-tab', `codespaces-icon',
           `comment-discussion-icon', `comment-icon',
           `copilot-error-icon', `copilot-icon',
           `credit-card-icon', `custom-scopes-dialog',
           `custom-scopes-dialog-description',
           `custom-scopes-dialog-title', `custom_scope_id',
           `custom_scope_name', `custom_scope_query',
           `device-desktop-icon', `device-mobile-icon',
           `enterprise-available-add-ons-heading', `feedback',
           `feedback-dialog', `feedback-dialog-title',
           `file-code-icon', `fork-button', `ghcc', `gift-icon',
           `globe-icon', `heart-icon', `history-icon',
           `icon-button-80a447f2-c749-47e1-9d10-2e66c2c47030',
           `include_email', `insights-repo-tab-count',
           `insights-tab', `issue-opened-icon',
           `issues-repo-tab-count', `issues-tab',
           `item-16f1da91-e958-4b66-9a28-28ee7351018e',
           `item-54a1b0dd-b2cb-4efa-ad86-50fcf36f1499',
           `item-5a2b88b6-4cc9-4a43-a1d9-1be81125ce63',
           `item-b7b62e64-[796](https://github.com/microsoft/LightGBM/actions/runs/9987785649/job/27602867047#step:3:797)1-4dfa-9b8f-d25966cfabce',
           `item-d8683a95-3a72-4747-86d2-a2b0740f6e85',
           `item-e2b3af2e-22f5-424e-aae3-1fd6c46f2bf6',
           `item-f6665de6-cc16-4264-b5dd-23704975b9c0',
           `js-flash-container',
           `js-global-screen-reader-notice',
           `js-global-screen-reader-notice-assertive',
           `js-repo-pjax-container',
           `open-source-repositories-heading',
           `organization-icon', `package-icon', `pencil-icon',
           `play-icon', `plus-circle-icon',
           `product-explore-heading', `project-icon',
           `projects-repo-tab-count', `projects-tab',
           `pull-requests-repo-tab-count', `pull-requests-tab',
           `query-builder-query-builder-test',
           `query-builder-test', `query-builder-test-clear',
           `query-builder-test-clear-button',
           `query-builder-test-label',
           `query-builder-test-leadingvisual-wrap',
           `query-builder-test-results',
           `repo-content-pjax-container',
           `repo-content-turbo-frame', `repo-icon',
           `repo-network-counter', `repo-stars-counter-star',
           `repository-container-header',
           `repository-details-container',
           `repository-details-watch-button',
           `resources-explore-heading',
           `resources-topics-heading',
           `responsive-meta-container', `rocket-icon',
           `search-icon', `search-suggestions-dialog',
           `search-suggestions-dialog-header', `security-tab',
           `server-icon', `shield-check-icon',
           `site-details-dialog',
           `snippet-clipboard-copy-button',
           `snippet-clipboard-copy-button-unpositioned',
           `solutions-by-industry-heading',
           `solutions-by-size-heading',
           `solutions-by-use-case-heading', `sr-footer-heading',
           `start-of-content', `team-icon',
           `tooltip-13d30f02-54ff-44f7-b0d1-44858fc5344b',
           `tooltip-2b2ffe95-b3e2-45ad-9122-24eece381d73',
           `tooltip-914aa1d4-f862-4210-a555-6704bed8eafa',
           `trash-icon',
           `validation-7e386ae7-8c20-452a-908c-539cefdab6fa',
           `workflow-icon'.
Result     Valid: 200 OK

https://github.com/microsoft/LightGBM/actions/workflows/linkchecker.yml
and make Link checks badge green.

I guess GitHub creates anchors in md-docs via some js script and sometimes it cannot generate anchor in time that linkchecker waits for.

[jameslamb]

I think you're right about the reason why linkchecker often fails on GitHub markdown anchors. I like this approach.