DEPR: removing deprecated stuff: Categorical.labels, pandas.core.date…
…tools, SQLiteDatabase.flavor, str.extract(expand=None) (#6581)

- [X] related to #6581
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [X] whatsnew entry

@jreback, from the ones that we discussed, this PR removes all them except Resampler, which is a bit tricky, and I left it for a separate PR.