Docs: Fix 7 broken internal links and invalid section anchors (branch ready)

[Anurag-M1]

Hi team,

While running strict documentation builds locally (mkdocs build --strict), I noticed 7 broken internal links, invalid anchors, and unrecognized relative paths across the docs caused by previously renamed sections:

• docs/async.md: Fixed relative link to advanced/transports.md#asgi-transport (previously pointed to ../advanced/transports#asgitransport, which navigated above the doc root and had an outdated anchor).
• docs/compatibility.md: Updated Client instances anchor from #client-instances to #usage.
• docs/environment_variables.md: Updated proxy documentation anchor from #http-proxying to #http-proxies.
• docs/third_party_packages.md: Updated custom authentication anchor from #customizing-authentication to #custom-authentication-schemes.
• docs/advanced/clients.md: Updated intra-page links from #client-instances to #usage and from #merging-of-parameters to #merging-of-configuration.
• docs/advanced/proxies.md: Updated Routing link to point to transports.md#routing (previously pointed to #routing on the same page, which does not exist).

Local Validation

• venv/bin/mkdocs build --strict now passes with 0 warnings (all 7 broken links resolved).
• scripts/check passes cleanly with 0 errors (ruff format, mypy --strict, and ruff check).

Branch & Compare Diff

I have this fix tested, committed, and ready on my fork:

• Branch: https://github.com/Anurag-M1/httpx/tree/fix-broken-docs-links
• Compare Diff: master...Anurag-M1:httpx:fix-broken-docs-links

Could you please let me know if you would like me to submit this as a PR, or if a maintainer would prefer to pull the branch directly?

Thank you for maintaining HTTPX!