Changelogs are handled with dedicated tracking issues ([see example](https://github.com/primer/primer/issues/108)). When starting work on a new release:
1. Open a new milestone.
2. Open a new tracking issue and immediately lock it. (No comments are needed, ship lists are just for us.)
3. As you close issues and merge pull requests, add a link to those threads to the tracking issue.
When the release and milestone are about ready to ship, move on the the releasing flow.