DOC: Ensure pandas warnings & exceptions are always documented in API docs
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them

Also adds a pre-commit check that errors in `doc/source/reference/general_utility_functions.rst` are synced with `pandas/errors/__init__.py`
lgtm. @MarcoGorelli if any comments. Yeah I suspect these types of checks could be done elsewhere. It might be trickier for other API sections depending on the import structure.