better documentation of template dirs

This issue has been migrated from [#16372](https://github.com/matrix-org/synapse/issues/16372).

---

In e.g. the [template docs for consent](https://matrix-org.github.io/synapse/develop/consent_tracking.html#collecting-policy-agreement-from-a-user), there are the "template dirs" mentioned , but it is not said (from a newcomer perspective) where these template dirs are - the [template docs](https://matrix-org.github.io/synapse/develop/templates.html#templates) tell me where to put them IMHO.

Given this yaml block...
```yaml
user_consent:
template_dir: privacy_policy_templates
```
...I would think that there must be a "privacy_policy_templates" directory within the custom user templates directory, with my config:
```yaml
templates:
custom_template_directory: "/home/myuser/synapse/templates/"
```
I have `/home/myuser/synapse/templates/` and a `/home/myuser/synapse/templates/privacy_policy_templates` directories, and in the latter an `en` directory with a `1.0.html` file.
But they are not found.

I think there is a misconfiguration, but the docs here are not clear IMHO.