docs: use intersphinx for requests links

We already have the mapping, take advantage of it.

Signed-off-by: Mike Fiedler <miketheman@gmail.com>

docs/index.rst

@@ -177,8 +177,7 @@ without ``export``-ing it for other tools:
    HTTPS_PROXY=socks5://user:pass@host:port twine upload dist/*
 
 For more information, see the Requests documentation on
-`proxies <https://requests.readthedocs.io/en/latest/user/advanced/#proxies>`_ and
-`SOCKS <https://requests.readthedocs.io/en/latest/user/advanced/#socks>`_ , and
+:ref:`requests:proxies` and :ref:`requests:socks`, and
 `an in-depth article about proxy environment variables
 <https://about.gitlab.com/blog/2021/01/27/we-need-to-talk-no-proxy/>`_.