To get the new upstream version to work, dask_sphinx-theme, dask and dask.distributed all need to be updated, in that order. Tests here:
https://launchpad.net/~rebecca-palmer/+archive/ubuntu/dask2022p12v2/+packages

dask didn't run its tests (PPAs only build, not autopkgtest), and dask.distributed failed its tests but possibly because I was trying to run more of the tests than it normally would.

There were 2 issues in rdeps:
intake forwards error messages in a way that doesn't work if they contain newlines, which one of the new dask's does. My fix for that was to patch dask to not have this newline. python-streamz can't find loop_in_thread - I don't yet know why, given that that still exists in the new dask.distributed.

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If you instead want to patch 2022.02 (warning, I haven't tested this approach), there seem to be 2 sets of failing tests:

dropna: fixed by https://github.com/dask/dask/commit/edb8a10f8c9706ec8868d174633b95355ef6cc91

groupby: these are tests that compare dask to pandas, in a case where pandas' behaviour changed. Upstream dask decided to make the same change (https://github.com/dask/dask/pull/8961).

Warning, I haven't tested this approach, and since numpy 1.24 has gone ahead that bug would also need to be fixed.

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