Update database.md to fix a link & clarify Redshift specific issue

[alison985]

What are you changing in this pull request and why?

• Updating the link on this page to go to the absolute path and the renaming of the page.
• Clarified why specifying database with Redshift needs thought.

Checklist

• Review the Content style guide and About versioning so my content adheres to these guidelines.
• Add a checklist item for anything that needs to happen before this PR is merged, such as "needs technical review" or "change base branch."

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[mirnawong1]

hey @alison985 , thanks for opening this up and great contributions! I've gone ahead and merge this - appreciate you opening the issue up as well! looking forward to future contributions ✨