Clarify docs on specifying multiple filters with pytest.mark.filterwarnings

[soxofaan]

• [ ] Include documentation when adding new features.
• [ ] Include new tests or update existing tests when applicable.
• Allow maintainers to push and squash when merging my commits.
• Add text like closes #XYZW to the PR description and/or commits
• Create a new changelog file in the changelog folder, with a name like <ISSUE NUMBER>.<TYPE>.rst.
• Add yourself to AUTHORS in alphabetical order.

Addresses #12966 by clarifying how to specify multiple filterwarnings marks and how order/precedence works. Also improves some filterwarnings related cross-references