Sphinx emmits many warnings about incorrect markdown when running `uv run --only-group doc task docs`

[cianc]

Where does the documentation need improvement?
This is across many pages.

What needs to be changed?
Mostly small markdown tweaks like extending the number of underline characters, adding blank lines to make lists work etc.

Additional context
I have a PR to fix this (plus some small typos) in #932. Opening this for tracking and visibility.