In rare occasions, there are references in the documentation to API names that do not exist. For example, in the custom data source page, if you search for "WT_SESSION::msg_printf" and "WT_EXTENSION_API::config", you'll see that these strings exist, but there is no link, since there are no functions by those names.
Ideally, we'd not only fix these, but put into place a way to identify such broken references. Here's a loose way to narrow the search:
This is nowhere close to perfect - it generates lots of false positives. For example, in upgrading.html it discusses that WT_SESSION::msg_printf has been removed from the API, so of course there wouldn't be a link.
If we can't enforce checking for broken references, we should at least scan and fix any we see using the method above or some other reliable method.