DOC: fix doc build warnings

- indentation error in the option docstring
- link to options page that has moved
- select_dtypes docstring
TST: additional network error catching (test_html/test_spam_html)
Merge pull request #7713 from jorisvandenbossche/doc-fixes3

DOC: fix doc build warnings
DOC: fix problem with part of code example cut off

Probably a bug in the ipython directive, but for now just fixing by putting it in seperate code blocks (only the first def() rendered)
TST: add PeriodIndex constructor test
TST: proper test
CLN: remove unneeded data
BUG: PeriodIndex should work with Series objects