testcleanup directive is new as of 1.1, and we are currently running
1.0.7.  But using testsetup works just as well, and avoids the
unknown directive error when building the docs.

With the exception of the 'as_string' call in the policy docs.
That one is a separate issue.

Note that when building the docs sphinx is complaining about
.. testcleanup:: being an invalid directive.  I don't know
why this is, as I'm following the sphinx docs...but fortunately
the action is to omit the text in the body, so the generated
documentation is correct.

Also adds the TOC entry for headerregistry.