Derivatives of the incomplete gamma functions with respect to parameter `a` are missing

Copied from https://github.com/JuliaMath/SpecialFunctions.jl/pull/305:

> I added ChainRules definitions for gamma(a, x), loggamma(a, x), and gamma_inc according to https://functions.wolfram.com/GammaBetaErf/GammaRegularized/introductions/Gammas/ShowAll.html . Similar to the Bessel functions, derivatives with respect to the first argument a are not implemented since they are given in terms of a (regularized) hypergeometric function.

This issue is a reminder that these derivatives are missing. Moreover, the issue can be linked in the error message displayed to users when they try to access and perform computations with these missing derivatives.