v0.40.0 Changelog backport & docs publish

[clevinson]

Description

Few post-release cleanup items. I opted not to add RELEASE_NOTES.md into master, rather link them directly from the changelog. If people think its valuable to have master always have a copy of the most recent release's RELEASE_NOTES.md, then I can add that back into this PR.

• backport v0.40.0 consolidated changelog to master
• add release/v0.40.x branch to docs pipeline, for rendering of v0.40 docs on http://docs.cosmos.network

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Before we can merge this PR, please make sure that all the following items have been
checked off. If any of the checklist items are not applicable, please leave them but
write a little note why.

• Targeted PR against correct branch (see CONTRIBUTING.md)
• Linked to Github issue with discussion and accepted design OR link to spec that describes this work.
• Code follows the module structure standards.
• Wrote unit and integration tests
• Updated relevant documentation (docs/) or specification (x/<module>/spec/)
• Added relevant godoc comments.
• Added a relevant changelog entry to the Unreleased section in CHANGELOG.md
• Re-reviewed Files changed in the Github PR explorer
• Review Codecov Report in the comment section below once CI passes