Update security policy link in GItHub.com

[adiroiban]

In the past, GitHub was happy to consider our /docs/security.rst as the security policy.

It looks like now, it wants /SECURITY.md

Since we use GitHub for security bug reporting and fixing via private .

Also, add a note in the release process to make sure we alwasy have a CVE for any security bug.

[adiroiban]

From https://docs.github.com/en/code-security/getting-started/adding-a-security-policy-to-your-repository

To give people instructions for reporting security vulnerabilities in your project, you can add a SECURITY.md file to your repository's root, docs, or .github folder. When someone creates an issue in your repository, they will see a link to your project's security policy.