Clean up some leftovers in data connectors

[ciyer]

• introduce validation to reject upper-case characters in slugs
• Convert references to "data source" -> "data connector"
• Update the data connector sidebar to be closer to latest design
• show the number of projects in the "delete data connector" dialog
• Minor improvements

/deploy renku-data-services=leafty/build-data-connectors renku-notebooks=leafty/feat-data-connectors

[RenkuBot]

You can access the deployment of this PR at https://renku-ci-ui-3359.dev.renku.ch

[RenkuBot]

Tearing down the temporary RenkuLab deplyoment for this PR.