Use individual changelog file for each version

Currently using a big file docs/changes.md.
To fix markdown linter warnings and more importantly to have a readable history, we will move to individual files like docs/changes/VERSION.md, eg docs/changes/4.0.0.md.

We will keep a list of links into docs/changes.md pointing to appropriate files to the docs/changes.

Another benefit is that it will help with merge conflicts when dealing with change notes.