Remove deprecated on_load/save_checkpoint behavior

[awaelchli]

What does this PR do?

Removes deprecated behavior around the Callback.on_save_checkpoint and Callback.on_load_checkpoint hooks.

Part of #14841
Part of #15049

resolves #11887

Converted all deprecation warnings to errors.

Per recent decision, we will extend our deprecation window in the following way:

• Deprecate API in v1.x with a warning for removal in v1.(x+2)
• Remove API in v1.(x+2) and convert warnings to errors
• Remove errors for removed APIs in v2.0

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Did you have fun?

I made sure I had fun coding 🙃

cc @awaelchli @ananthsub @rohitgr7 @Borda @justusschock