Fix User Guide Links to Headings

We must use all lower case, remove the colons, and substitute spaces
for hypens to get heading links working correctly.

See the code that creates links here:
https://github.com/jch/html-pipeline/blob/master/lib/html/pipeline/toc_filter.rb

* downcases the string
* removes anything that is not a letter, number, space or hyphen (see the source for how Unicode is handled)
* changes any space to a hyphen.
* if that is not unique, add "-1", "-2", "-3",... to make it unique

Author: mikevoyt

doc/user_guide.md

@@ -204,11 +204,11 @@ To connect to Cloud IoT Core, call **`iotc_connect()`**. This function enqueues
 * TLS handshaking and certificate validation
 * MQTT credential handshaking
 
-Note: the call to connect returns immediately. The connection operation is fulfilled on subsequent calls to the Device SDK's event processing functions, as described in [Step 3: Process Events](step-3-process-events).
+Note: the call to connect returns immediately. The connection operation is fulfilled on subsequent calls to the Device SDK's event processing functions, as described in [Step 3: Process Events](#step-3-process-events).
 
 #### Connect callback
 
-When the **`iotc_connect()`** function runs, the Device SDK initalizes a callback function. The callback function is invoked when a connection to Cloud IoT Core is established or when the connection is unsuccessful. The callback function is also invoked when an established connection is lost or shut down. See [Step 6: Disconnect and Shut Down](step-6-disconnect-and-shut-down) for details.
+When the **`iotc_connect()`** function runs, the Device SDK initalizes a callback function. The callback function is invoked when a connection to Cloud IoT Core is established or when the connection is unsuccessful. The callback function is also invoked when an established connection is lost or shut down. See [Step 6: Disconnect and Shut Down](#step-6-disconnect-and-shut-down) for details.
 
 ### Step 3: Process events
 
@@ -228,7 +228,7 @@ Incoming messages include the topic data as part of the callback parameters. Spe
 
 #### QoS level
 
-The [specified QoS level](#MQTT v3.1.1) is the maximum QoS level of incoming messages. For instance, if you set the QoS level to 0, QoS 1 messages are downgraded to QoS 0. 
+The [specified QoS level](#mqtt-v3.1.1) is the maximum QoS level of incoming messages. For instance, if you set the QoS level to 0, QoS 1 messages are downgraded to QoS 0. 
 
 The QoS level also affects the Device SDK's memory overhead. QoS 2 messages use the most memory overhead, while QoS 0 messages use the least.
 
@@ -250,17 +250,17 @@ This callback function is for environments with severe memory restrictions. For
 
 ### Step 6: Disconnect and shut down
 
-To disconnect from Cloud IoT Core, invoke the **`iotc_shutdown_connection()`** function. This function enqueues an event that cleanly closes the socket connection. After the connection is terminated, the Device SDK invokes the [connect callback](#Step 2: Connect) function.
+To disconnect from Cloud IoT Core, invoke the **`iotc_shutdown_connection()`** function. This function enqueues an event that cleanly closes the socket connection. After the connection is terminated, the Device SDK invokes the [connect callback](#step-2-connect) function.
 
 Note: Do not delete the context until the the connect callback is invoked.
 
 #### Disconnection types and reconnecting
 
 The Device SDK checks the parameters of the connect callback function to determine if a device was intentionally or incidentally disconnected. See the [**Connect callback**](#connect-callback) section for more information.
 
-If an error disconnects a device, the client application can safely and immediately call **`iotc_connect()`** from within the connect callback function itself, using the same context that was just disconnected. This ques a new [connection request](#Step 2: Connect).
+If an error disconnects a device, the client application can safely and immediately call **`iotc_connect()`** from within the connect callback function itself, using the same context that was just disconnected. This ques a new [connection request](#step-2-connect).
 
-If a client application intentionally closes a connection, it retains the [existing context](#Step 1: Create a context) and invokes the connect function again later.
+If a client application intentionally closes a connection, it retains the [existing context](#step-1-create-a-context) and invokes the connect function again later.
 
 #### Freeing memory and shutting down