* Update athena.md

Added notes about permissions requirements especially re: Lake Formation as a source and changed headings to have a H2 permissions heading with the example bucket policy under it.

* Update docs/databases/connections/athena.md

Co-authored-by: Jeff Bruemmer <jeff.bruemmer@gmail.com>

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Co-authored-by: Jeff Bruemmer <jeff.bruemmer@gmail.com>