[Feature] CI testing of sphinx documentation

[klevzoff]

We should be enforcing warning-less sphinx build. Practice shows rST files tend to fall behind with code changes.

Steps:

• [ ] fix remaining errors and warnings in sphinx_docs target after latest Doc Day changes are all merged in;
• [ ] add sphinx (and RTD theme) to either base Docker images or the TPL build (I think version differences are less severe there than in doxygen, but I may be horribly wrong);
• [ ] add a CTest test with a custom script that checks the output of make sphinx_docs command (this is needed because the command exits with 0 even in presence of errors). Adding -w or -W to sphinx-build might be helpful if BLT allows.
• [ ] add a (non-terminating) Stage 1 CI check that runs said test, or add to an existing check