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ENH: sql support with SQLAlchemy - follow-up #6292

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@jorisvandenbossche

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@jorisvandenbossche

#5950 is now merged! (Thanks to @mangecoeur)

But there were still some issue to flesh out/fix:

There is also a todo list in #4163, but I thought it is cleaner to start a new one (but maybe we should copy some over).
Complement the list if you think of others!

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    Dtype ConversionsUnexpected or buggy dtype conversionsIO SQLto_sql, read_sql, read_sql_queryTestingpandas testing functions or related to the test suite

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