DEPR: Remove weekday_name
- [x] xref #18164
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

LGTM lgtm, can you rebase @mroeschke CI should pass if you rebase All green. Thanks @mroeschke 