Fix click behavior link to dashboards/questions not using client router (#35975)

* Fix click behavior link to dashboards/questions not using client router

* Make the code cleaner

* Fix unit tests

* Make API clearer

* Address review: Handle case insensitive subpath

* Add E2E tests

* Fix failed E2E tests

* Fix another fail E2E test

* Add a test to ensure invalid URL won't break navigation

* Add tests + ensure multiple level subpath works