Update version and changelog for 5.2.0

[alamb]

Note this targets the active_release branch (not master).

I also improved the release notes with actual links. Updated instructions in #687

[codecov-commenter]

Codecov Report

Merging #688 (43a4840) into active_release (72f2407) will not change coverage.
The diff coverage is n/a.

@@               Coverage Diff               @@
##           active_release     #688   +/-   ##
===============================================
  Coverage           82.39%   82.39%           
===============================================
  Files                 167      167           
  Lines               46554    46554           
===============================================
  Hits                38360    38360           
  Misses               8194     8194           

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