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Backport PR pandas-dev#38806: DOC: fix sphinx directive error in 1.2.1 release notes (pandas-dev#38848)
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doc/source/whatsnew/v1.2.1.rst

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Fixed regressions
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- The deprecated attributes ``_AXIS_NAMES`` and ``_AXIS_NUMBERS`` of :class:`DataFrame` and :class:`Series` will no longer show up in ``dir`` or ``inspect.getmembers`` calls (:issue:`38740`)
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- :meth:`to_csv` created corrupted zip files when there were more rows than ``chunksize`` (issue:`38714`)
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- Bug in repr of float-like strings of an ``object`` dtype having trailing 0's truncated after the decimal (:issue:`38708`)
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- Fixed regression in :meth:`to_csv` that created corrupted zip files when there were more rows than ``chunksize`` (:issue:`38714`)
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- Fixed regression in repr of float-like strings of an ``object`` dtype having trailing 0's truncated after the decimal (:issue:`38708`)
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- Fixed regression in :meth:`DataFrame.groupby()` with :class:`Categorical` grouping column not showing unused categories for ``grouped.indices`` (:issue:`38642`)
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- Fixed regression in :meth:`DataFrame.any` and :meth:`DataFrame.all` not returning a result for tz-aware ``datetime64`` columns (:issue:`38723`)
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- Fixed regression in :meth:`.GroupBy.sem` where the presence of non-numeric columns would cause an error instead of being dropped (:issue:`38774`)

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