Add an integration test to ensure Sphinx compiles correctly the deprecated directive we add

Fuck how hard it is to test Sphinx-flavored-reST (or at least how hard it is to find how to do that), but presumably there is a way given some reST to see what Sphinx thinks of it (other than the usual rst2html which isn't Sphinx specific).

Probably involves trolling through the internals of the Sphinx builder entry points.

Sounds like fun, no?