gh-101100: Fix Sphinx reference warnings (GH-112416)

* Fix Sphinx warning in library/xml.rst

Direct use of the pyexpat module is deprecated, but this is how to check the version for security purposes

* Fix Sphinx warning in library/importlib.resources.rst

* Use italics for parameters

* Link to the exception

* Fix Sphinx warning in library/gzip.rst

* Document message and header defect base classes to fix Sphinx warning in library/email.headerregistry.rst

* Restore feed_eof() doc to fix Sphinx warning in library/asyncio-stream.rst

* Fix Sphinx warning in extending/newtypes.rst

* Fix Sphinx warning in c-api/set.rst

On stdtypes.rst, set and frozenset are documented together and the frozenset has the working refs