DOC: clean-up of v1.2.1 whatsnew
First commit is fixing links to the reference docs (many were not actually working links), the second commit is just a reorder to group related ones together (but together it makes the diff a bit difficult to interpret)

cc @simonjayhawkins 
Thanks @jorisvandenbossche . also need to move a note that I moved in error https://github.com/pandas-dev/pandas/pull/39233#issuecomment-761900915, do that here? Will do that here @jorisvandenbossche merge when ready. `test_coordinates` is flaky Thanks @jorisvandenbossche 