docs: Fix invalid links and add cross-docset references

- Fix bookmark reference for database-level firewall rules
- Convert relative paths to cross-docset /sql/ references for SQL Server docs
- Fix Always Encrypted links to use correct cross-docset path
- Remove invalid bookmark reference in Related Content section
- Add connection policy guidance, conditional access, and other enhancements

Fixes 14 documentation link warnings

Author: VanMSFT