Cleanup warnings in docs output

We should go through the docs build and figure out how to cleanup all the different kinds of warnings we see for example:

• WARNING: Could not lex literal_block as "json". Highlighting skipped.
• WARNING: Could not lex literal_block as "http". Highlighting skipped.
• WARNING: document isn't included in any toctree
• SEVERE: Problems with "include" directive path:
• WARNING: Title underline too short.
• WARNING: Block quote ends without a blank line; unexpected unindent.
• WARNING: nonlocal image URI found:

There are several others but that's to name a few.