[ENH] Tidy up loaders and writers

[TonyBagnall]

Fixes #1931

Tidy up the loaders and writers. Thery dont work with df-list or multindex as yet, but if any demand for this can do it.

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I have added the following labels to this PR based on the title: [ $\color{#FEF1BE}{\textsf{enhancement}}$ ].
I would have added the following labels to this PR based on the changes made: [ $\color{#0B1D38}{\textsf{datasets}}$, $\color{#45FD64}{\textsf{examples}}$ ], however some package labels are already present.

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[MatthewMiddlehurst]

Don't edit the changelogs, assume this was a refactoring mistake

fixed

[MatthewMiddlehurst]

still an edited changelog