Try to speed up local development

[hoxbro]

• Checks for local gif file before downloading.
• Download thumbnails and fix links threaded
• Add jobs option to sphinx-build -j auto (except when pyodide is enabled)
• Add an s in pygments to "pygments_light_style" and "pygments_dark_style" to suppress a warning.

[hoxbro]

Running 9298f1b with the following on the HoloViews:

set -euo pipefail

git clean -xfd
python -m pip install -ve .

nbsite generate-rst --org holoviz --project-name holoviews

SECONDS=0
nbsite build --what=html --output=builtdocs --org holoviz --project-name holoviews
echo elapsed $SECONDS seconds

I get it to finish in 232 seconds, and current main 1350 seconds.

Panel docs build don't want to finish with -j auto set on sphinx-build:

set -euo pipefail

git clean -xfd
python -m pip install -ve .

nbsite generate-rst --org holoviz --project-name panel
python ./doc/generate_modules.py panel -d ./doc/api -n panel -e tests

SECONDS=0
nbsite build --what=html --output=builtdocs --org holoviz --project-name panel
echo elapsed $SECONDS seconds