This will allow Gitlab to automatically detect it and link to it from
the front page of the project, which will make it more visible to
users.

Also update the list of third party licenses (currently empty) to
match and update the documentation to point to the new license files.

This collates all the change information from the Release Notes for
all releases into a single document. Subsequent releases will have
this information added in future.

We also update the Merge Request templates to tell contributors to
update the Changelog.