Link the PR from the changelog entry

Co-authored-by: Copilot App <223556219+Copilot@users.noreply.github.com>

Author: sim

CHANGELOG.md

@@ -4,7 +4,7 @@ See the [releases page](https://github.com/github/codeql-action/releases) for th
 
 ## [UNRELEASED]
 
-- Fixed a bug where a network error while streaming the download of the CodeQL bundle could terminate the `init` Action instead of falling back to downloading the bundle before extracting it. [#3367](https://github.com/github/codeql-action/issues/3367)
+- Fixed a bug where a network error while streaming the download of the CodeQL bundle could terminate the `init` Action instead of falling back to downloading the bundle before extracting it. [#4061](https://github.com/github/codeql-action/pull/4061)
 
 ## 4.37.4 - 29 Jul 2026