Use a glob to check all the file from doc/whatsnew in version 2

If the wrong file is used, the review will see that. Or we could add another check.

Author: Pierre-Sassoulas

.github/workflows/changelog.yml

@@ -18,7 +18,7 @@ jobs:
         if:
           contains(github.event.pull_request.labels.*.name, 'skip news :mute:') != true
         run: |
-          grep -Pz "\((\n\s*)?#${{ github.event.pull_request.number }}(\n\s*)?\)" doc/whatsnew/2/2.15/index.rst || \
+          grep -Pz "\((\n\s*)?#${{ github.event.pull_request.number }}(\n\s*)?\)" doc/whatsnew/2/**/*.rst || \
           (echo "Please add '(#${{ github.event.pull_request.number }})' change line to 'doc/whatsnew/2/2.15/index.rst' \
           (or if appropriate, ask a maintainer to add the 'skip news' label)" && \
           exit 1)