CLN: Remove older deprecations
- [x] xref #6581
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Removed:

- Using `Series` as list-like in `rename_categories`
- `DataFrame/Series.reindex_axis`
- Renaming labels using `rename_axis`
once merged move the issue as per instructions in #6581  (to the completed list)