Remove TestData in frame tests in multiple files 
Part of #22471 

This is removing/replacing TestData usage in the following files:
* `test_convert_to.py`
* `test_nonunique_indexes.py`
* `test_query_eval.py`
* `test_replace.py`
* `test_repr_info.py`


--------
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

I took care of all comments and as suggested by jreback I'll create a follow-up PR to resolve the remaining `TestData` usage in `test_query_eval.py`.

@WillAyd @jreback Can you please take another look? Thanks! thanks @SaturnFromTitan 