This is a (continuation and) re-work of #8769 (e6bf9145dc)

I have reintegrated option handling and most package loading into the
original file sphinx.sty and reorganized completely the filenames of
secondary style files.

sphinx.sty had become too big and first #8769 now this more definitive
refactoring is necessary to clarify structure, dependencies, and ease up
future maintenance.

Unfortunately this means a lot of moving around hunks of latex code with
some alterations.  I tried to carefully check everything is defined in
right order (as LaTeX being a macro expansion language, often one can
manipulate things before them being defined, nevertheless I checked
things are done in order).

Only simple thing is to review is that I added missing EOLs at last
lines of the extracted files...