[MNT] Tidy up classification and regression tests

[MatthewMiddlehurst]

Tidies up the general testing checks for classification and regression.
This includes adding new tests to regression which were in classification previously, but did not have a regression variation.
Expands on the interval_based tests for both, and consolidates them into fewer files.

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I have added the following labels to this PR based on the title: [ $\color{#EC843A}{\textsf{maintenance}}$ ].
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[TonyBagnall]

Is this covered in the tests? Would be good to increase the coverage on this class, its currently on 69% with 190 missed lines

[MatthewMiddlehurst]

This pr is the first step for doing this really, now that all the regressors are properly covered in general testing.

[MatthewMiddlehurst]

but yes it is covered here https://github.com/aeon-toolkit/aeon/pull/2314/files#diff-4d4e0a0a86dce2606c69a9f9e4dc24694b606a7db864eb1b1792c659fd9fa743R25