[ENH] n_jobs parameter usage improved

[lucifer4073]

Reference Issues/PRs

Contributes to #1886.

What does this implement/fix? Explain your changes.

Improves handling of n_jobs ; standarizes n_job validation. Documentation of init class parameters improved.

Does your contribution introduce a new dependency? If yes, which one?

No new dependencies. Uses existing check_n_jobs() utility from aeon.

Any other comments?

No

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[MatthewMiddlehurst]

Not really a fan of these changes, does not solve the issue IMO. I would rather _n_jobs be removed and ensure estimators with "capability:multithreading" are using check_n_jobs.

[MatthewMiddlehurst]

Seems like it belongs in the class docstring rather than here?