Clean up docs handling

[blink1073]

• Generate CLI docs
• Test docs with warnings
• Prevent downstream errors when docstrings contain things that are ambiguously directives or ambiguous classes, cf Clean up workflows nbconvert#1750

Warning, treated as error:
/Users/silvester/workspace/nbconvert/docs/source/config_options.rst:2194:more than one target found for 'any' cross-reference 'CellExecutionError': could be :py:class:`nbconvert.preprocessors.CellExecutionError` or :py:class:`nbclient.exceptions.CellExecutionError`

Warning, treated as error:
/Users/silvester/workspace/nbconvert/docs/source/config_options.rst:2293:'any' reference target not found: cell

[blink1073]

Failures are unrelated.

[davidbrochart]

Thanks, CI failures are unrelated.