DOC: Fix index error for remote data docs.
Fixes the index error caused by #7484.  Also removes duplicate example in v0.14.1.txt

This fixes the index error @jorisvandenbossche.  
 OK. Another small thing, can you change ``#5602``  in v0.14.1.txt to use the issue linking? (-> `:issue:`5602``
 Done and squashed into one commit.
 Thanks!
