Agreed, the Xbox documentation is hot garbage. They expect you to flip flop between the .chm file shipped with the XDK and online, but like you say the links are almost always broken. On the flip side though the private Xbox dev forums are awesome, I find them more useful than the docs.
Sony's PS4/PS5 docs also suck and are a giant pain in the ass to get to because they make you allow-list only specific IP addresses (a nightmare during the pandemic), but at least they are all in one place.