Feature request: Jump to corresponding file and line in trouble.nvim diagnostics

When using lean.nvim with [trouble.nvim](https://github.com/folke/trouble.nvim) (similar to VSCode Problems panel), it would be nice if clicking on a Lean error message could go to the corresponding file and line, currently clicking on something like

```
error: ././././LibraryName/FileName.lean:112:4: error message
```

in the diagnostic output has no effect.

Context:

[Zulip](https://leanprover.zulipchat.com/#narrow/channel/113488-general/topic/lean.2Envim/near/479123024)

More information:

To reproduce, assuming you have 2 files, A.lean and B.lean, and B imports A. Now introduce an error in A, e.g. a typo of a type. If we open A.lean with lean.nvim, trouble will have a diagnostic message that can successfully jump to the error line, e.g.

But if we open file B, as the error comes from A, B will have a long error at where A is imported, but no way to jump to the acual error line in A:

(some long warning omitted in between)

It can only jump to the import of A, which is difficult to dive in for the cause of the error in A.