fix docs right sidebar and bokeh deprecation warning

[OriolAbril]

Description

Checklist

• Follows official PR format
• Includes a sample plot to visually illustrate the changes (only for plot-related functions)
• New features are properly documented (with an example if appropriate)?
• Includes new or updated tests to cover the new feature
• Code style correct (follows pylint and black guidelines)
• Changes are listed in changelog

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📚 Documentation preview 📚: https://arviz--2405.org.readthedocs.build/en/2405/