I think your documentation site generator is configured incorrectly.

For example, if we load

https://jupyterlab-lsp.readthedocs.io/en/latest/Installation.html#language-servers

and click on the link at "detected", the URL is

https://jupyterlab-lsp.readthedocs.io/en/latest/Installation.html#./Language%20Servers.html, which just reloads the current page

what we want is actually

https://jupyterlab-lsp.readthedocs.io/en/latest/Language%20Servers.html