Add some docs cross references

Author: b-pass

docs/advanced/embedding.rst

@@ -216,8 +216,7 @@ naturally:
 :func:`py::mod_gil_not_used()`,
 :func:`py::multiple_interpreters::per_interpreter_gil()`, and
 :func:`py::multiple_interpreters::shared_gil()` tags just like ``PYBIND11_MODULE``.
-See the multiple interpreters and free-threading sections of the pybind11 docs for
-more information.
+See :ref:`misc_subinterp` and :ref:`misc_free_threading` for more information.
 
 
 Interpreter lifetime
@@ -249,8 +248,8 @@ global data. All the details can be found in the CPython documentation.
 
 .. _subinterp:
 
-Sub-interpreter support
-=======================
+Embedding Sub-interpreters
+==========================
 
 A sub-interpreter is a separate interpreter instance which provides a
 separate, isolated interpreter environment within the same process as the main
@@ -418,3 +417,5 @@ Best Practices for sub-interpreter safety:
 - When using multiple threads to run independent sub-interpreters, the independent GILs allow
   concurrent calls from different interpreters into the same C++ code from different threads. 
   So you must still consider the thread safety of your C++ code.
+
+- Familiarize yourself with :ref:`misc_concurrency`.

docs/advanced/misc.rst

@@ -155,6 +155,8 @@ following checklist.
   within pybind11 that will throw exceptions on certain GIL handling errors
   (reference counting operations).
 
+.. _misc_free_threading:
+
 Free-threading support
 ==================================================================
 
@@ -178,6 +180,8 @@ your code is thread safe.  Modules must still be built against the Python free-t
 enable free-threading, even if they specify this tag.  Adding this tag does not break
 compatibility with non-free-threaded Python.
 
+.. _misc_subinterp:
+
 Sub-interpreter support
 ==================================================================
 
@@ -224,6 +228,8 @@ You can explicitly disable sub-interpreter support in your module by using the
 :func:`multiple_interpreters::not_supported()` tag. This is the default behavior if you do not
 specify a multiple_interpreters tag.
 
+.. _misc_concurrency:
+
 Concurrency and Parallelism in Python with pybind11
 ===================================================