Add a test for index generating markup in Sphinx

[lornajane]

Description of problem

In #1122 we had a bug report that the changed list of styles causes a problem for Sphinx. We're reinstating the style but this should have been caught by tests. The sphinx-markup test covers it, but is currently broken in other ways, so is ignored.

Create tests that cover index generation in sphinx, and any other things we can rescue from this test (or fix the test, but it seems to have a few separate things in it)