Migrate from recommonmark to MyST

[avan-sh]

Description

We use recommonmark plugin to write docs in markdown format, but this package has been deprecated and archived. The recommendation is to use MyST instead.

See readthedocs/recommonmark#221 for more info.

Context

Using mermaid in our docs as proposed by #1392 and any other future changes might require a switch to MyST as recommended by sphinxcontrib-mermaid.

Trying an older suggestion sphinxcontrib-mermaid (version 0.7) doesn't work, so it might still require the migration to MyST.

[datajoely]

Love this

[deepyaman]

@avan-sh I accidentally got here while trying to update #1392! I will try and close this out in the same issue, then (or I can separate it out, never say no to a commit).

edit: Definitely making a separate PR; turns out so many anchor links are broken, since they're not currently getting checked?