[Docs]: SLIM contains incorrect links

[lgecse]

Issue Description

Identified by #243, there are some invalid urls in the Identity docs:

WARNING -  htmlproofer: invalid url -
           https://github.com/agntcy/slim/blob/main/data-plane/python-bindings/tests/test_identity.py [404]
           [messaging/slim-group.md]
WARNING -  htmlproofer: invalid url -
           https://github.com/agntcy/slim/tree/main/data-plane/integrations/mcp/slim-mcp/examples/llamaindex-time-agent
           [404] [messaging/slim-mcp.md]
WARNING -  htmlproofer: invalid url -
           https://github.com/agntcy/slim/tree/main/data-plane/integrations/mcp/slim-mcp/examples/mcp-server-time
           [404] [messaging/slim-mcp.md]

Prposed Solution

Fix links to point to the actual content.

Affected Component

Other

Checklist

• I have read the contributing guidelines.
• I have verified this does not duplicate an existing issue.