[DOC] for estimators documented in two modules across versions of `sktime`, changing between versions of the docs leads to 404

Describe the issue linked to the documentation

ExpandingWindowSplitter used to be under sktime.forecasting but has been moved to sktime.split. However the documentation for old versions of the package is still up under forecasting. When you try to access the latest version of the code from the forecasting module, you get 404 Documentation page not found.

For example:

This link works: https://www.sktime.net/en/v0.21.0/api_reference/auto_generated/sktime.forecasting.model_selection.ExpandingWindowSplitter.html

This link does not work: https://www.sktime.net/en/latest/api_reference/auto_generated/sktime.forecasting.model_selection.ExpandingWindowSplitter.html

I was looking for the code for ExpandingWindowSplitter and did a Google search. That pointed me to an old version of sktime.forecasting instead of the latest version of sktime.split.

Suggest a potential alternative/fix

It would be great if there were a way to link the two pages. Or indicate that the class moved to a different module.

If the code for a class moves from one module to another, maybe a notification could be at the top of the documentation page for earlier versions stating that the class is no longer in the same place in the latest version.