[Doctest] Add `configuration_nezha.py`
# What does this PR do?

Add `configuration_nezha.py` to `utils/documentation_tests.txt` for doctest.

Additionally, I updated its doctest format to make it consistent with BERT.

Based on issue https://github.com/huggingface/transformers/issues/19487

@sgugger could you please take a look at it?

Thanks =)
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