minor docs changes

the parallel_task_old.rst file hasn't been changed in 5 years, probably
time to scrap it?
restore accidentally removed EngineError

in cleanup PR #3527, I removed one too many exception classes.

I acked IPython to confirm that I didn't miss any more.

closes #4100

should be backported to 1.1.
Merge pull request #4096 from ivanov/minor-doc

the parallel_task_old.rst file hasn't been changed in 5 years, time to scrap it.
Merge pull request #4101 from minrk/engineerror

restore accidentally removed EngineError

closes #4100