[SPARK-38569][BUILD] Rename external top level dir to connector

### What changes were proposed in this pull request?
Rename the `external` top level directory to `connector`.

### Why are the changes needed?
`external` is a hardwired special name for bazel and this causes all sorts of issues with both native bazel or extensions like [bazel-compile-commands-extractor](https://github.com/hedronvision/bazel-compile-commands-extractor). Spark forks using bazel to build Spark have to go through hoops to make things work if at all.

Amongst other things, making the source code browsable [through top level `external` symlink](
https://github.com/hedronvision/bazel-compile-commands-extractor#make-external-code-easily-browsable-also-necessary-for-this-tool-to-function-correctly) is impossible with a top level `external` directory in the repository.

### Does this PR introduce _any_ user-facing change?
No.

### How was this patch tested?
Ran `./build/mvn -DskipTests clean package` and `./dev/run-tests`.

Closes #35874 from alkis/external-mv.

Authored-by: Alkis Evlogimenos <alkis.evlogimenos@databricks.com>
Signed-off-by: Wenchen Fan <wenchen@databricks.com>

Author: alkis

R/run-tests.sh

@@ -23,7 +23,7 @@ FAILED=0
 LOGFILE=$FWDIR/unit-tests.out
 rm -f $LOGFILE
 
-SPARK_AVRO_JAR_PATH=$(find $FWDIR/../external/avro/ -name "spark-avro*jar" -print | egrep -v "tests.jar|test-sources.jar|sources.jar|javadoc.jar")
+SPARK_AVRO_JAR_PATH=$(find $FWDIR/../connector/avro/ -name "spark-avro*jar" -print | egrep -v "tests.jar|test-sources.jar|sources.jar|javadoc.jar")
 
 if [[ $(echo $SPARK_AVRO_JAR_PATH | wc -l) -eq 1 ]]; then
   SPARK_JARS=$SPARK_AVRO_JAR_PATH