Remove threadlocal engine strategy, engine strategies pool threadlocal

Remove threadlocal engine strategy, engine strategies pool threadlocal

The "threadlocal" execution strategy, deprecated in 1.3, has been
removed for 1.4, as well as the concept of "engine strategies" and the
``Engine.contextual_connect`` method.  The "strategy='mock'" keyword
argument is still accepted for now with a deprecation warning; use
:func:`.create_mock_engine` instead for this use case.

Fixes: #4632
Change-Id: I8a351f9fa1f7dfa2a56eec1cd2d1a4b9d65765a2
(cherry picked from commit b368c49b44c5716d93c7428ab22b6761c6ca7cf5)