Change occurrences of format() to f-strings

[DimitriPapadopoulos]

Also change one occurrence of % to format(), as changing to an f-string would result in a very long line.

TODO:

• [ ] Unit tests and/or doctests in docstrings
• [x] Tests pass locally
• [ ] Docstrings and API docs for any new/modified user-facing classes and functions
• [x] Changes documented in docs/release.rst
• [x] Docs build locally
• [x] GitHub Actions CI passes
• [x] Test coverage to 100% (Codecov passes)