[FIX] P3: urllib, urllib2 and urlparse

In Python 3, all of these were "consolidated" under urllib(.request,
.parse, .errors) which is inconvenient.

Since we already have hard dependencies on requests and
werkzeug(.urls, which is a backport of Python 3's unicode-aware
urllib.parse) migrate *everything* to that.

A sticking point is urllib2.URLError, those were (mostly) replaced by
the slightly more general IOError which URLError extends.