[MNT]: Run docs CI build with O=-Dmissing_references_write_json=1 and print out missing_references.json #25725
Description
Summary
The docs CI build could be run with O=-Dmissing_references_write_json=1 and missing_references.json could always be printed out (as a separate build step, regardless of sphinx success), which would make it easier to regen the file when needed even when building the docs locally is tricky (#25724 or #11079 (comment)).
Proposed fix
No response