DEPR: ADD FutureWarning for pandas.io.execute 
reopen for [DEPR: Add FutureWarning for pandas.io.sql.execute Pull Request #50638](https://github.com/pandas-dev/pandas/pull/50638)
- [x] closes #50185
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

@phofl, sorry again, we can start over here!

I'm not sure if it's appropriate and polite for me to start a new PR directly, if not, please let me know directly
! It's fine :) Thanks for continuing, looks good generally, we are holding off on merging deprecations, so will merge when we are ready with our old deprecations I apologize if my change has caused the check failure below again. Could you kindly inform me if it is related, and guide me on how to resolve it? If my change is not related, there is no need to respond. I greatly appreciate your help with this matter. thx @luke396 failures were unrelated > thx @luke396 failures were unrelated

I've noticed that you all are working hard to fix the CI issues. Keep up the good work! 😄 