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I've never taken the time to experiment with them because they weren't documented, so decided to fix that.
There were a number of distinct changes, so I tried to keep them contained within separate commits so we can easily drop any that aren't wanted... probably easiest to review as distinct commits as well.
For example, I'm not sure if the Sphinx warning syntax will show up properly on RTD or not, as I'm not sure how to build the docs locally.