Update Sphinx to 2.4.4

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The Python 3.8 and 3.9 documentation is now built with Sphinx 2.4.4 to fix warnings:
https://bugs.python.org/issue35293

The Python 3.10 documentation is built with Sphinx 3.2.1.

Can we update Sphinx to 2.4.4, to stay in sync?

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cc @JulienPalard @ned-deily @corona10

[JulienPalard]

done.

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@JulienPalard: Great! Thank you!