Show more info from pkg_resources deprecation (#3920)

Author: abravalheri

changelog.d/3920.misc.rst

@@ -0,0 +1,2 @@
+Add a link to deprecation warning in ``pkg_resources`` and improve
+``stacklevel`` for better visibility.

pkg_resources/__init__.py

@@ -118,7 +118,9 @@
 _namespace_packages = None
 
 
-warnings.warn("pkg_resources is deprecated as an API", DeprecationWarning)
+warnings.warn("pkg_resources is deprecated as an API.  "
+              "See https://setuptools.pypa.io/en/latest/pkg_resources.html",
+              DeprecationWarning, stacklevel=2)
 
 
 _PEP440_FALLBACK = re.compile(r"^v?(?P<safe>(?:[0-9]+!)?[0-9]+(?:\.[0-9]+)*)", re.I)
@@ -1659,10 +1661,9 @@ def _validate_resource_path(path):
 
         # for compatibility, warn; in future
         # raise ValueError(msg)
-        warnings.warn(
+        issue_warning(
             msg[:-1] + " and will raise exceptions in a future release.",
             DeprecationWarning,
-            stacklevel=4,
         )
 
     def _get(self, path):