Fix #6914: Emit a detailed warning when failed to resolve :ref:

To be clear the ambiguous warning for missing-reference :ref:,
this separates the warning to missing-label and missing-caption.

To emit a warning dynamically, this also adds a new event:
`warn-missing-reference` to customize warning messages via event
handlers.

tests/test_domain_py.py

@@ -859,3 +859,11 @@ def test_noindexentry(app):
     assert_node(doctree, (addnodes.index, desc, addnodes.index, desc))
     assert_node(doctree[0], addnodes.index, entries=[('single', 'f (built-in class)', 'f', '', None)])
     assert_node(doctree[2], addnodes.index, entries=[])
+
+
+@pytest.mark.sphinx('dummy', testroot='domain-py-xref-warning')
+def test_warn_missing_reference(app, status, warning):
+    app.build()
+    assert 'index.rst:6: WARNING: undefined label: no-label' in warning.getvalue()
+    assert ('index.rst:6: WARNING: Failed to create a cross reference. A title or caption not found: existing-label'
+            in warning.getvalue())