This is with Sphinx 2.2.1 and Python 3.7.5. make latexpdf SPHINXOPTS= aborts with

! LaTeX Error: Too deeply nested.

See the LaTeX manual or LaTeX Companion for explanation.
Type  H <return>  for immediate help.
 ...                                              
                                                  
l.152900 \begin{itemize}

Recap of sphinx-doc/sphinx#6871 (comment):

I will submit a PR to fix this and some font issues: 134 distinct characters are missing from the DejaVu Serif font used by the current conf.py, only 19 if using GNU FreeFont which is Sphinx default since 2.0.0, from documentation of Mathtext which has lots of Unicode math symbols in plain text. Using XITS font, (possibly STIX2 works too but not tested) all characters are there (apart from one usage of \mathbb{blackboard} where b, c, d are actually missing from default blackboard font -- this can be fixed using XITS Math but requires \usepackage{unicode-math} which is heavy LaTeX package only to fix this issue in a section which anyhow is broken in PDF because it documents distinct fonts, and PDF is using only one -- it is complicated to use multiple fonts as this would require raw directives -- also, generally speaking LaTeX has no convenient fall-back choice of fonts for individual characters, one can achieve this only by some extra mark-up or LaTeX code, thus it is important to have as wide coverage as possible for the chosen main document font.

This is with a pip editable install of matplotlib master at 3d1a1bcc