Fix KeyError by adding check for _convert_dates
Closes #60536

This PR adds a check to prevent a KeyError when renaming columns by ensuring the original column name exists in the _convert_dates dictionary before updating it.

> Thanks for the PR! Whenever changing behavior, please add tests.

Thank you for the review. Please guide me on which test file would be the most appropriate for adding tests for this change.

 `pandas/tests/io/test_stata.py` @rhshadrach I have added the tests, please check if they are correct. This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. Closing as stale. If you're interested in continuing, merge main and address the comments above and we'd be more than happy to reopen!