This is an automated cherry-pick of #14336

What is changed, added or deleted? (Required)

dev-guide-third-party-support.md:

• Fix the issue that the links in the TiDB Cloud documentation are inaccurate.
• Fix a typo in the href from /tidb/v6.5/dev-guide-sample-application-python-mysqlclien to /tidb/v6.5/dev-guide-sample-application-python-mysqlclient

Which TiDB version(s) do your changes apply to? (Required)

Tips for choosing the affected version(s):

By default, CHOOSE MASTER ONLY so your changes will be applied to the next TiDB major or minor releases. If your PR involves a product feature behavior change or a compatibility change, CHOOSE THE AFFECTED RELEASE BRANCH(ES) AND MASTER.

For details, see tips for choosing the affected versions.

• master (the latest development version)
• v7.3 (TiDB 7.3 versions)
• v7.2 (TiDB 7.2 versions)
• v7.1 (TiDB 7.1 versions)
• v7.0 (TiDB 7.0 versions)
• v6.5 (TiDB 6.5 versions)
• v6.1 (TiDB 6.1 versions)
• v5.4 (TiDB 5.4 versions)
• v5.3 (TiDB 5.3 versions)
• v5.2 (TiDB 5.2 versions)
• v5.1 (TiDB 5.1 versions)
• v5.0 (TiDB 5.0 versions)

What is the related PR or file link(s)?

• This PR is translated from:
• Other reference link(s):

Do your changes match any of the following descriptions?

• Delete files
• Change aliases
• Need modification after applied to another branch
• Might cause conflicts after applied to another branch