Doc: improve cross-references for SET/SHOW.

The corresponding functions set_config and current_setting were
mostly not hyperlinked.  Clarify their descriptions a tad, too.

Discussion: https://postgr.es/m/161183356250.4077.687338658090583892@wrigleys.postgresql.org

doc/src/sgml/config.sgml

@@ -263,8 +263,9 @@ shared_buffers = 128MB
      <listitem>
      <para>
       The <link linkend="sql-show"><command>SHOW</command></link> command allows inspection of the
-      current value of all parameters.  The corresponding function is
-      <function>current_setting(setting_name text)</function>.
+      current value of any parameter.  The corresponding SQL function is
+      <function>current_setting(setting_name text)</function>
+      (see <xref linkend="functions-admin-set"/>).
      </para>
      </listitem>
 
@@ -273,8 +274,9 @@ shared_buffers = 128MB
        The <link linkend="sql-set"><command>SET</command></link> command allows modification of the
        current value of those parameters that can be set locally to a
        session; it has no effect on other sessions.
-       The corresponding function is
-       <function>set_config(setting_name, new_value, is_local)</function>.
+       The corresponding SQL function is
+       <function>set_config(setting_name, new_value, is_local)</function>
+       (see <xref linkend="functions-admin-set"/>).
       </para>
      </listitem>
     </itemizedlist>

doc/src/sgml/func.sgml

@@ -24593,8 +24593,9 @@ SELECT collation for ('foo' COLLATE "de_DE");
         setting <parameter>setting_name</parameter>.  If there is no such
         setting, <function>current_setting</function> throws an error
         unless <parameter>missing_ok</parameter> is supplied and
-        is <literal>true</literal>.  This function corresponds to
-        the <acronym>SQL</acronym> command <command>SHOW</command>.
+        is <literal>true</literal> (in which case NULL is returned).
+        This function corresponds to
+        the <acronym>SQL</acronym> command <xref linkend="sql-show"/>.
        </para>
        <para>
         <literal>current_setting('datestyle')</literal>
@@ -24617,10 +24618,10 @@ SELECT collation for ('foo' COLLATE "de_DE");
         Sets the parameter <parameter>setting_name</parameter>
         to <parameter>new_value</parameter>, and returns that value.
         If <parameter>is_local</parameter> is <literal>true</literal>, the new
-        value will only apply for the current transaction. If you want the new
-        value to apply for the current session, use <literal>false</literal>
-        instead. This function corresponds to the SQL
-        command <command>SET</command>.
+        value will only apply during the current transaction. If you want the
+        new value to apply for the rest of the current session,
+        use <literal>false</literal> instead. This function corresponds to
+        the SQL command <xref linkend="sql-set"/>.
        </para>
        <para>
         <literal>set_config('log_statement_stats', 'off', false)</literal>

doc/src/sgml/ref/set.sgml

@@ -267,7 +267,7 @@ SELECT setseed(<replaceable>value</replaceable>);
 
   <para>
    The function <function>set_config</function> provides equivalent
-   functionality; see <xref linkend="functions-admin"/>.
+   functionality; see <xref linkend="functions-admin-set"/>.
    Also, it is possible to UPDATE the
    <link linkend="view-pg-settings"><structname>pg_settings</structname></link>
    system view to perform the equivalent of <command>SET</command>.

doc/src/sgml/ref/show.sgml

@@ -129,7 +129,7 @@ SHOW ALL
 
   <para>
    The function <function>current_setting</function> produces
-   equivalent output; see <xref linkend="functions-admin"/>.
+   equivalent output; see <xref linkend="functions-admin-set"/>.
    Also, the
    <link linkend="view-pg-settings"><structname>pg_settings</structname></link>
    system view produces the same information.