SQL: add multi-index support to legacy mode (#6881)

and at once also index_label kwarg support
SQL: keep backwards compatibility for write_frame index handling
Merge pull request #6883 from jorisvandenbossche/sql-multiindex

SQL: add multi-index support to legacy mode
BUG: properly rename single group match in Series.str.extract()
Merge pull request #6888 from cpcloud/single-group-extract-match-naming

BUG: properly rename single group match in Series.str.extract()