feat(analysis/calculus/parametric_integral): generalize, rename (#10397)
* add `integral` to lemma names;
* a bit more general
`has_fderiv_at_integral_of_dominated_loc_of_lip'`: only require an
estimate on `∥F x a - F x₀ a∥` instead of `∥F x a - F y a∥`;
* generalize the `deriv` lemmas to `F : 𝕜 → α → E`, `[is_R_or_C 𝕜]`.