CHANGELOGs are now per branch

Changes in old branches needed to be manually synched in CHANGELOGs of newer ones.
This has proven to be brittle, sometimes one just forgets this manual step.
With this commit we switch to CHANGELOGs per branch. When a new major version is
cut from master, the CHANGELOGs in master start being blank.

A link to the CHANGELOG of the previous branch allows anyone interested to
follow the history.