CLN: assorted cleanups, mostly post-black fixups
Mostly fixing extra " " introduced by black (will take a look at the issue tracker there to see if that can be fixed once and for all).

Also change `except Foo as e:` to `except Foo as err` and remove one `except Exception` in a docs file.  Clarified a whatsnew note that @jorisvandenbossche asked for a while back.