Make intersphinx linking work with local builds without internet

Currently building the docs is not really feasible without an internet connection as the missing intersphinxes generates hundreds of warnings. Make it possible (if astropy-data is available locally) to build the docs without having those warnings. E.g. `local/python3_local_links` is being picked up properly as it should, but not the rest.

Start with the documentation build configuration and trace how intersphinx locations are resolved, comparing the working local/python3_local_links entry with the other links when astropy-data is available locally. Done means an offline local build no longer emits the missing-intersphinx warnings while the existing local link continues to work.

Written by the indexing model from the issue text.