As you said, you also can solve this with the "hidden" directive to create 
toctrees that are not visible in the documents. 
(http://www.sphinx-doc.org/en/stable/markup/toctree.html?highlight=hidden)

I use hidden toctrees in my second-level documents (not in the main index). 
I find these are easier to manage than having them all in the one main 
document. 

This also makes the "previous" and "next" links in HTML frameworks work the 
way I want. 

Here is the kind of scheme I use: 

index.rst: 

.. toctree::
   :maxdepth: 2
   
   intro
   tasks
   configuration
   support
   
Then in the other files I use hidden toctrees to set the order of the other 
documents I'm linking to. 

tasks.rst: 

.. toctree::
   :hidden:
   :maxdepth: 1  

   task_1      
   task_2
   task_3

Something about tasks
======================

Here are things you want to do: 

* (reference to task_1) 
* (reference to task_2)

Don't forget
==============

Make sure you do this (reference to task_3). 

This toctree does not show in the document, but it does prevent the WARNING 
messages. 

Also, while reading task_1.html, the "next" link goes to task_2.html. It 
seems like those are based on the order in the document toctrees.  




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