[ENH] parallel backend selection for forecasting tuners

[fkiraly]

This PR adds parallel backend selection for forecasting tuners, using the parallelize utility module.

Towards #5380

Also makes the following changes:

• in tuners, deprecates some of the "backend parameters" for 0.26.0 in order to make the backend parameter interface consistent across the codebase.
• adds default fixtures for different parallel backend settings, also exported by the utils.parallel module
• tests that run the tuners with those parallelization settings