Fix warnings in doc build

[alamb]

Is your feature request related to a problem or challenge?

If I got to

cd docs
./build.sh

I see several warnings:

updating environment: [new config] 60 added, 0 changed, 0 removed
reading sources... [100%] user-guide/sql/write_options
/Users/andrewlamb/Software/datafusion/docs/temp/library-user-guide/query-optimizer.md:362: WARNING: Non-consecutive header level increase; H2 to H4 [myst.header]
/Users/andrewlamb/Software/datafusion/docs/temp/library-user-guide/query-optimizer.md:375: WARNING: Non-consecutive header level increase; H2 to H4 [myst.header]
looking for now-outdated files... none found
pickling environment... done
checking consistency... done
preparing documents... done
copying downloadable files... [100%] ../core/tests/data/capitalized_example.csv
copying static files... done
copying extra files... done
done
writing output... [100%] user-guide/sql/write_options
/Users/andrewlamb/Software/datafusion/docs/temp/contributor-guide/howtos.md:144: WARNING: 'myst' cross-reference target not found: './gen' [myst.xref_missing]
/Users/andrewlamb/Software/datafusion/docs/temp/contributor-guide/howtos.md:146: WARNING: 'myst' cross-reference target not found: './gen' [myst.xref_missing]
/Users/andrewlamb/Software/datafusion/docs/temp/library-user-guide/adding-udfs.md:365: WARNING: Pygments lexer name 'csv' is not known
/Users/andrewlamb/Software/datafusion/docs/temp/user-guide/configs.md:130: WARNING: 'myst' cross-reference target not found: 'sqlparser::tokenizer::Span' [myst.xref_missing]
/Users/andrewlamb/Software/datafusion/docs/temp/user-guide/crate-configuration.md:73: WARNING: Pygments lexer name 'no-run' is not known
generating indices... genindex done

Describe the solution you'd like

I would like the docs build to not have warnings

It would be even better if we could somehow add a CI check that fails if/when new warnings are added

Describe alternatives you've considered

No response

Additional context

No response

[AmosAidoo]

take