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.
@datapythonista I need you to split this up into PR's for each piece. We like to PR's that do one thing.

I don't think we can remove datetools yet as statsmodels needs another release, so you can put that up, but will have to wait to merge. Ok, sorry, didn't know, will do. Thanks! closing this one, just open up separate PR's