doc: add separate latex index

Fixes pdf build failure caused by unicode chinese characters.
doc: don't generate python module index
Add a helpful error message for installing ncurses-devel in case
the build fails while building julia-release-readline.

fix #2799
Make the build error messages a little more prominent.
Add suggestions in the build process if openblas build fails.
The correct option is OPENMP_USE_THREAD=0 for disabling threads in OpenMP
Add instructions on cleaning the openblas build in case it fails, before
attempting to rebuild it with different make options.