BUG: Series.where with incompatible NA value
- [ ] closes #xxxx
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] whatsnew entry

Sits on top of #44514 (i.e. merge that first)

With this, can follow up to share where methods between Block subclasses.
merged the underlying if you can rebase rebased + green