Add sqlglot and pygments versions to --checkup output

[rolandwalker]

Description

In particular, the sqlglot version has seemed to be tricky lately, as in #1897.

Incidentally update the changelog for a missing documentation item.

Checklist

• I added this contribution to the changelog.md file.
• I added my name to the AUTHORS file (or it's already there).
• To lint and format the code, I ran

  uv run ruff check && uv run ruff format && uv run mypy --install-types .