[Breaking] Rename Quantile DMatrix C API. (#7082)

The role of ProxyDMatrix is going beyond what it was designed.  Now it's used by both
QuantileDeviceDMatrix and inplace prediction.  After the refactoring of sparse DMatrix it
will also be used for external memory.  Renaming the C API to extract it from
QuantileDeviceDMatrix.

include/xgboost/c_api.h

@@ -234,8 +234,8 @@ XGB_DLL int XGDMatrixCreateFromDT(void** data,
  * - XGProxyDMatrixCreate
  * - XGDMatrixCallbackNext
  * - DataIterResetCallback
- * - XGDeviceQuantileDMatrixSetDataCudaArrayInterface
- * - XGDeviceQuantileDMatrixSetDataCudaColumnar
+ * - XGProxyDMatrixSetDataCudaArrayInterface
+ * - XGProxyDMatrixSetDataCudaColumnar
  * - ... (data setters)
  */
 
@@ -371,9 +371,10 @@ XGB_DLL int XGDeviceQuantileDMatrixCreateFromCallback(
  *
  * \return 0 when success, -1 when failure happens
  */
-XGB_DLL int XGDeviceQuantileDMatrixSetDataCudaArrayInterface(
-    DMatrixHandle handle,
-    const char* c_interface_str);
+XGB_DLL int
+XGProxyDMatrixSetDataCudaArrayInterface(DMatrixHandle handle,
+                                        const char *c_interface_str);
+
 /*!
  * \brief Set data on a DMatrix proxy.
  *
@@ -383,9 +384,9 @@ XGB_DLL int XGDeviceQuantileDMatrixSetDataCudaArrayInterface(
  *
  * \return 0 when success, -1 when failure happens
  */
-XGB_DLL int XGDeviceQuantileDMatrixSetDataCudaColumnar(
-    DMatrixHandle handle,
-    const char* c_interface_str);
+XGB_DLL int XGProxyDMatrixSetDataCudaColumnar(DMatrixHandle handle,
+                                              const char *c_interface_str);
+
 /*
  * ==========================- End data callback APIs ==========================
  */
@@ -563,7 +564,7 @@ XGB_DLL int XGDMatrixGetStrFeatureInfo(DMatrixHandle handle, const char *field,
  * \return 0 when success, -1 when failure happens
  */
 XGB_DLL int XGDMatrixSetDenseInfo(DMatrixHandle handle, const char *field,
-                                  void *data, bst_ulong size, int type);
+                                  void const *data, bst_ulong size, int type);
 
 /*!
  * \brief (deprecated) Use XGDMatrixSetUIntInfo instead. Set group of the training matrix