Provide consistent myst references to documentation pages

While doing https://github.com/jupyterhub/jupyterhub/pull/2726,
I realized we don't have a consistent way to format references
inside the docs. I now have them be formatted to match the name
of the file, but using `:` to separate them instead of `/` or `-`.
`/` makes it ambiguous when using with markdown link syntax, as
it could be a reference or a file. And using `-` is ambiguous, as
that can be the name of the file itself.

This PR does about half, I can do the other half later (unless
someone else does).

docs/source/howto/proxy.md

@@ -1,3 +1,5 @@
+(howto:custom-proxy)=
+
 # Writing a custom Proxy implementation
 
 JupyterHub 0.8 introduced the ability to write a custom implementation of the