The doctest docs try to explain directives like ELLIPSIS but those directives are absent from the rendered html.

Where?

Most of the code blocks in the Directives section, and https://docs.python.org/3/library/doctest.html#directives and the one introduced by "nice approach" subsequently are missing their directive comments.

The docs today say they go with Python 3.9.2 generated by Sphinx 2.4.4.  I haven't tried generating them manually, but it appears the `pycon` lexer for Pygments handles these fine, so I assume it's a problem in reST.