BUG - Follow-up issues with new `scrollspy`

[trallard]

A new scrollspy was introduced in #2119.

This issue tracks any new or remaining issues that need to be looked into/fixed:

• I didn't followed-up the whole dev process but when checking this page on latest: https://pydata-sphinx-theme.readthedocs.io/en/latest/examples/kitchen-sink/api.html#urllib.parse.unquote_plus the scrollspy still fail at catching the anchors with "." is it normal ?

  Originally posted by @12rambau in [ENH] Implement new scrollspy #2119 (comment)

• On this page, if I click the anchor link for "Epigraph", the scrollspy highlights "Pull Quotes":

Tagging @gabalafou and @peytondmurray