CLN/DOC: convert GH* issue mentions to the extlinks version
CLN/DOC: move release notes to docs
CLN: remove ability to refer to pull requests by sphinx roles
CLN/DOC: change links to release notes in CONTRIBUTING and whatnews
CLN: remove :hidden: and change release to markdown
Merge pull request #3961 from cpcloud/github-issue-sphinxext

DOC/CLN: remove gh links and use the new issue format for whatsnew
CLN: fix grammar in extract_index error message
TST: update test to reflect error message change