Document Migration to `TransformMessages` (#2247)

* wip

* tweaks

* undo fix

* undo removal

* adds to FAQ

* modify docs

* undo formatter

* updates docs

* update deprec notice in compressible agent

* restore notebooks

* giorgossideris comments

* cleanup

* resolve comments

* improve english

* improve english

* cleanup

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Co-authored-by: Eric Zhu <ekzhu@users.noreply.github.com>