Update intersphinx mapping and sphinx-gallery-conf #4582

Job	Run time
docs	7m 36s
lint	25s
tests (ubuntu-latest, 3.10, mamba)	11m 29s
tests (ubuntu-latest, 3.10, pip)	12m 23s
tests (ubuntu-latest, 3.11, mamba)	12m 18s
tests (ubuntu-latest, 3.12, mamba, codecov)	13m 0s
tests (ubuntu-latest, 3.12, pip)	16m 17s
tests (macos-13, 3.10, pip)	16m 56s
tests (macos-14, 3.12, mamba)	10m 19s
	1h 40m 43s

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