REF: Store dataframe protocol column buffers in attrs
- [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).

Before storing dataframe exchange column buffers in `_buffers` would warn

```
UserWarning: Pandas doesn't allow columns to be created via a new attribute name - see https://pandas.pydata.org/pandas-docs/stable/indexing.html#attribute-access
```

Looks like these aren't used anywhere yet, but to be associate with the DataFrame, it's more natural to store in `attrs`

cc @vnlitvinov 

looks fine, @vnlitvinov if any comments Can follow up with any comments if needed.