Added certifi as needed to build docs.

Certifi is now mandatory to test the documentation
without errors.
Disable auto test of code blocks in documentation.

Now the code blocks in the documentation aren't tested
automatically, the 'docset' directive is instead needed.
This way portions of code can be isolated and errors identified
faster.
Fixed documentation tests.

All the code blocks were fixed and tested, changing
URLs where needed for some sites.
The logic behind some tests was slightly modified
to be sure they are more robust.