I’ve committed the cleanup to my 3.3 clone and will push this week.

Here’s a doc patch.  Before my patch, the various classes were documented in two parts: one entry with the factory function (e.g. Thread), without index reference, and one section (e.g. “Thread Objects”), which used a class directive (and thus index target) for most but not all classes.

After my patch, all classes are documented with a class directive, in their section (i.e. “Thread Objects”), with a versionchanged note informing that the name used to be that of a factory function.  The only remaining glitch is that the “X Objects” sections start with a description of the class’ use, which references methods with constructs like :meth:`run`, which cannot be turned into links as Sphinx lacks context: the class directive only happens after.  I could move the class directives right after the heading (“X Objects”), so that the meth roles get turned into links.