DOC: Doc build for a single doc made much faster, and clean up
The main goal of this PR is to be able to build single pages faster and without building anything else, so detecting and fixing the warnings (and other problems) in doc pages should be much more efficient.

Additionally, those things have been addressed:
- Addressing technical debt in the doc build
- Moved stuff (like rendering `index.rst.template`) from `doc/make.py` to `doc/source/conf.py`, which makes things simpler, and makes it possible to call `sphinx-build` directly
- When `--single` is used, do not build anything else than the required page (before all whatsnew pages where additionally build), which makes it much faster
- Added option to fail the doc build if warnings are found (cancelling the build immediately)

@jorisvandenbossche can you take a look please?


