TST: Fix test warnings 
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).

Beat me to it. The only one in my branch worth porting is in tests/frame/test_constructors.py

```
-        df.iloc[:, 2] = pd.array([45, 46], dtype=c.dtype)
+        with tm.assert_produces_warning(FutureWarning, match="will attempt to set"):
+            df.iloc[:, 2] = pd.array([45, 46], dtype=c.dtype)
         assert df.dtypes.iloc[2] == c.dtype
``` Failure will be fixed by https://github.com/pandas-dev/pandas/pull/47259 cool