BUG: Fix to_sql passing incorrect index column name

[tianlangqin]

• closes BUG: to_sql does gives incorrect column name for index when callable passed in to method #59112
• Tests added and passed if fixing a bug or adding a new feature
• All code checks passed.
• Added type annotations to new arguments/methods/functions.
• Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.
• I have reviewed and followed all the contribution guidelines
• If I used AI to develop this pull request, I prompted it to follow AGENTS.md.

When DataFrame.to_sql is called with index=True and a callable method on a DataFrame with MultiIndex columns, the keys list passed to the callable contained tuple-stringified index names (e.g., "('index', '')") instead of the actual SQL column name ("index").

This is because insert_data() called reset_index() on the temporary frame, which pads scalar index names to tuples to match the MultiIndex column levels. Then list(map(str, temp.columns)) converted those tuples to strings, meaning there is a mismatch with the SQL column names.

I fixed this by explicitly constructing the column_names list directly from self.index and the original self.frame.columns. This bypasses the tuple padding from reset_index, which was causing the bug.