Augment Implementer's Guide XCMP docs (#1569)

* Augment Implementer's Guide XCMP docs

* Remove the note about the third category

* Make Cross-Chain Message Passing a h3

Co-authored-by: Sergei Shulepov <sergei@parity.io>

polkadot/roadmap/implementers-guide/src/messaging.md

@@ -61,6 +61,8 @@ digraph {
 }
 ```
 
+### Cross-Chain Message Passing
+
 The most important member of this family is XCMP.
 
 > ℹ️ XCMP is currently under construction and details are subject for change.
@@ -81,8 +83,10 @@ candidate authoring time. The proof stems from the relay parent storage that con
 Since not all messages are required to be processed by the receiver's candidate, only the processed
 messages are supplied (i.e. preimages), rest are provided as hashes.
 
-Further details can be found at the [W3F research website](https://research.web3.foundation/en/latest/polkadot/XCMP.html)
-and [this blogpost](https://medium.com/web3foundation/polkadots-messaging-scheme-b1ec560908b7).
+Further details can be found at the official repository for the
+[Cross-Consensus Message Format (XCM)](https://github.com/paritytech/xcm-format/blob/master/README.md), as well as
+at the [W3F research website](https://research.web3.foundation/en/latest/polkadot/XCMP.html) and
+[this blogpost](https://medium.com/web3foundation/polkadots-messaging-scheme-b1ec560908b7).
 
 HRMP (Horizontally Relay-routed Message Passing) is a stop gap that predates XCMP. Semantically, it mimics XCMP's interface.
 The crucial difference from XCMP though is that all the messages are stored in the relay-chain storage. That makes