Warnings about deprecation of Node.js 16

[TomWinder]

Describe the bug
Deprecation message on GitHub Actions workflows requesting to update to Node.js 20 actions

To Reproduce
See GitHub actions reports.

Additional context
From reading through the linked file, it looks like it should be as simple as changing:

      - name: Set up Python ${{ matrix.python-version }}
        uses: actions/setup-python@v3

to

      - name: Set up Python ${{ matrix.python-version }}
        uses: actions/setup-python@v4

etc. (for checkout, upload-artifact, action-tmate and download-artifact, at least)

.. But I'm not sure if there are any knock-ons in terms of syntax etc. that need to be updated together with this.

[hemmelig]

I guess we just create a new branch and follow what happens. If we need to add more, we can squash it all into a single commit before merging.