Fix split in more than 2 units and extend curation docs and tests

[alejoe91]

Fixes #2694 and replaces #2695 (by @OlivierPeron)

@OlivierPeron when making aPR it's better to create a branch different than main so we can directly contribute to it ;)

[zm711]

Thanks for the docstrings @alejoe91. One question.

[alejoe91]

@zm711 is this good to merge? I think that the docstring improvement might fix #2816

[zm711]

Yep looks good with just one more question @alejoe91, and then style-wise we could do
list[str | int] but I don't think that is absolutely necessary for the docstrings, but might make it a bit clearer that ids can still be ints or strings.

[alejoe91]

Fixes #2816

The split function has been improved to always zero-base the indices list.
Before, the indices array was expected to be between 0 and n_splits - 1, but I think this requirement is too strict.

Now a zero-based array is build out of unique values of the indices_list. This behavior is also tested

[zm711]

Could we potentially give i a better name. In the future I think it will be better to have the counter with the name of what it is rather than just being the counter. To be honest this double for is hard for me to parse because of the i.