DOC: Fix heading capitalization in doc/source/whatsnew - part5 (#32550)
-Quite a lot of complicated issues here, need reviewing. Such as 'Groupby' transformed to 'GroupBy', 'I/O' to 'IO', and some others.

- [ ] Modify files v0.18.0.rst, v0.18.1.rst, v0.19.0.rst, v0.19.1.rst, v0.19.2.rst, v0.20.0.rst, v0.20.2.rst, v0.20.3.rst, v0.21.0.rst,  v0.21.1.rst

-File v0.20.0.rst has bad file name as it is actually talking about version v0.20.1.rst