Types of changes

Fi the issue with gallery subsection using the new parameter
See
sphinx-gallery/sphinx-gallery#935
sphinx-gallery/sphinx-gallery#944

Thanks so much to @alexisthual for allowing that on sphinx-gallery.

Motivation and context / Related issue

How has this been tested (if it applies)

PR checklist

• I have read the CONTRIBUTING document.
• The documentation is up-to-date with the changes I made (check build artifacts).
• All tests passed, and additional code has been covered with new tests.
• I have added the PR and Issue fix to the RELEASES.md file.