Sphinx on my local installation also renders the links to http://pythonhosted.org/six/index.html#module-six.moves and http://pythonhosted.org/six/index.html#module-six incorrectly, failing to include the module- part.
There's still the second issue, which we can do something about, where our docs say:
Some modules were renamed in Python 3. The :mod:`django.utils.six.moves
<six.moves>` module provides a compatible location to import them.
In other words, we are referring to a Python module (<six.moves>), but the hyperlink text (django.utils.six.moves) appears to refer to something in Django, so that hyperlink text should be changed. We could say something like:
The Python :mod:`six.moves <six.moves>` module...