Fix docstrings
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

This fixes some docstring formatting issues: e.g. some deprecated directives do not appear in current docs because the two colons are missing `.. deprecated 0.25.0`.