docs: update concurrent requests recommendations

[nightt5879]

Summary

• Replaces the outdated Requests-Threads recommendation with a broader concurrent Requests section.
• Points readers to gevent-requests, grequests, and requests-futures, while clarifying that these are not native asyncio support in Requests itself.
• Updates the advanced blocking/non-blocking docs to stop pointing at requests-threads.

Fixes #6582

Verification

• python -m sphinx -b html docs docs\_build\html
• python -m compileall docs -q

Note: python -m sphinx -b html docs docs\_build\html -W is currently blocked by pre-existing warnings from HISTORY.md and language = None, unrelated to this change.