Stargate RC2 - Changelog updates & tag RC

[clevinson]

Description

This PR updates the CHANGELOG.md with a relevant section for v0.40.0-rc2, which will be tagged against this PR's merge commit.

It also adds in the changelog entries from v0.40.0-rc1 which were missing, and previously only existed on the release branch. Following the discussion in #7738, we plan to start tagging RC's for Stargate (v0.40.0) directly off of master from v0.40.0-rc2 onward.

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Before we can merge this PR, please make sure that all the following items have been
checked off. If any of the checklist items are not applicable, please leave them but
write a little note why.

• Targeted PR against correct branch (see CONTRIBUTING.md)
• Linked to Github issue with discussion and accepted design OR link to spec that describes this work.
• Code follows the module structure standards.
• Wrote unit and integration tests
• Updated relevant documentation (docs/) or specification (x/<module>/spec/)
• Added relevant godoc comments.
• Added a relevant changelog entry to the Unreleased section in CHANGELOG.md
• Re-reviewed Files changed in the Github PR explorer
• Review Codecov Report in the comment section below once CI passes

[aaronc]

ACK