[MRG] DOC cleaning up what's new for 0.19 (#9252)

* DOC cleaning up what's new for 0.19

* More cleaning up

* More cleaning up

* Deprecations

* Clean up merge

* Update

* TODOs to prose and minor changes

* Changed models and minor fixes

* sort

* Merge in 0.18.2 docs

* Missing entry from 0.18 logs

* Optimistically add some features to highlights

* Forgotten user directive

* Fix alignment

* Cleaning up for Andy's comments

* Mention beta_loss=0 speedup

* Update

* Clean up new what's new entries

* DOC Add changes missed from what's new

And other minor things.

This took lots of effort which I would have not committed where I not home sick...