After a lot of trial and error, I did this:
- download the zip of the documentation rst files, images, etc.
- run make latex
- after that I built the pdfLaTeX file
The main section bookmarks were there, but no subsections (as before), even though the LaTeX has the subsections listed. To fix this I put this dependency in:
\usepackage[depth=subsection]{bookmark}
In addition, LaTeX does not handle .gifs, but the pdf building claimed there were lots of gifs. I spot checked it at Particle Systems 2D because those are .gifs in the img directory. On the wiki you will see the .gifs because you need to see the animation of the particle system. If you look at the wiki here,
http://docs.godotengine.org/en/stable/tutorials/2d/particle_systems_2d.html#direction
you can see what I mean. These will not go in the pdf, but they aren't in original wiki pdf either. To fix this I mass converted the .gif files to .png (27 files) and changed the .tex file, replacing .gif with .png. It worked.
The only problem remaining for me is the encoding.
Nevertheless, I was then able to get all the subsections indexed.