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We managed to resolve the problem by updating Sphinx and related dependencies to the following:

sphinx>=8
pygments>=2.15
pydata-sphinx-theme>=0.15.3
sphinx-copybutton
numpy
pandas
scipy
scikit-learn
statsmodels
plotly
matplotlib
myst-parser
ray
sphinx_design
packaging>=21.3

Also, changing

       - name: Build HTML
          uses: ammaraskar/sphinx-action@master

to

    - name: Build HTML
       run: sphinx-build -b html docs/source docs/build/html

in the actions workflow was necessary.

Thank you for your support!

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@AA-Turner
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Answer selected by FiorinaLi
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