CLN: .format to f-string formatting in various files
- [ ] ref https://github.com/pandas-dev/pandas/issues/29547
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

@kpmccahill : Thanks for opening this PR!  And welcome to pandas! 🚀 

The changes look pretty good overall.  I have one question about them that's directed towards fellow maintainers as you can see above. @gfyoung 
> I have one question about them that's directed towards fellow maintainers as you can see above.

Thanks! And I'm gonna be honest I wasn't too sure about that one myself for the same reason you mentioned. But I thought I'd give it a go anyways just to see.
 Thanks @kpmccahill !