Backport PR #32840 on branch 1.0.x (DOC: use new pydata-sphinx-theme name)
Manual Backport of #32840
I have basically merged #32833 and #32840, because #32840 allows the build to be built, and #32833 makes the build to be passed, I can't see an option to apply those changes in separate PRs Whoops, I already merged the other backport PR, sorry (in the assumption it didn't matter much, we will see it being green after it is merged) @MomIsBestFriend and thanks for the manual backport!