I have a set of .py example files containing rst text blocks which I am trying to generate into a gallery of examples using sphinx-gallery. However, links for sphinx roles and directives are not being generated.

For example, I would expect ":class:my_project.my_class" in a text block to be converted to a link to this class in my documentation's API, however it remains as the raw text ":class:my_project.my_class" in the generated example files. Similarly, citations to bibiliography entries using ":footcite:" also do not render correctly. I have no issues using these roles and directives elswehere in the documentation, and there are no warnings from sphinx that the objects referenced within the example files cannot be found.

I have compared my config settings with other projects where I know these roles to be working in the generated examples, however I do not notice anything which I am obviously doing wrong. For building the documentation, I am using the following settings:

extensions = [
    "sphinx.ext.mathjax",
    "sphinx.ext.autosectionlabel",
    "sphinx.ext.autodoc",
    "sphinx.ext.autosummary",
    "sphinx.ext.linkcode",
    "sphinx.ext.intersphinx",
    "numpydoc",
    "nbsphinx",
    "nbsphinx_link",
    "sphinxcontrib.bibtex",
    "sphinx_gallery.gen_gallery",
]

source_suffix = [".rst", ".md"]

sphinx_gallery_conf = {
    "examples_dirs": "../../examples",
    "gallery_dirs": "auto_examples",
}

The only thing I have noticed is that the sources of the auto_example html files have the suffix .ipynb.txt, whereas in other projects I have seen this as .rst.txt, e.g. build/html/auto_examples/plot_compute_my_example.html has source build/html/_sources/auto_examples/plot_compute_my_example.ipynb.txt. I have no idea how to specify the source files to be .rst.txt files, so I cannot test if this is what is causing the problem.

I'm really stumped with this one, so any help is greatly appreciated. Thanks!