docs: update delegated routing

[2color]

Description

• Update the docs with up-to-date information about delegated routing including the example.
• Fix some broken links and examples

Change checklist

• I have performed a self-review of my own code
• I have made corresponding changes to the documentation if necessary (this includes comments as well)
• I have added tests that prove my fix is effective or that my feature works

[achingbrain]

LGTM, I've just suggested removing the bit where we generate a peer id, it doesn't seem relevant to the example..