DEPR: Deprecate FrozenNDArray
Rationale can be found [here](https://github.com/pandas-dev/pandas/issues/9031#issuecomment-306658765).

Closes #9031.

xref #14565 (potentially can close this given how central `FrozenNDArray` was to discussion)
Hello @gfyoung! Thanks for submitting the PR.

 - There are no PEP8 issues in the file [`pandas/compat/pickle_compat.py`](https://github.com/gfyoung/pandas/blob/c0d23624c8c87f699d5e724093d63f0c797b6f4b/pandas/compat/pickle_compat.py) !

 - There are no PEP8 issues in the file [`pandas/core/indexes/frozen.py`](https://github.com/gfyoung/pandas/blob/c0d23624c8c87f699d5e724093d63f0c797b6f4b/pandas/core/indexes/frozen.py) !

 - There are no PEP8 issues in the file [`pandas/core/indexes/multi.py`](https://github.com/gfyoung/pandas/blob/c0d23624c8c87f699d5e724093d63f0c797b6f4b/pandas/core/indexes/multi.py) !

 - There are no PEP8 issues in the file [`pandas/tests/indexes/test_frozen.py`](https://github.com/gfyoung/pandas/blob/c0d23624c8c87f699d5e724093d63f0c797b6f4b/pandas/tests/indexes/test_frozen.py) !

 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23396?src=pr&el=h1) Report
> Merging [#23396](https://codecov.io/gh/pandas-dev/pandas/pull/23396?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/a26005a3481b0079f80c4f3edccb25066ede81b9?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/23396/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/23396?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #23396      +/-   ##
==========================================
+ Coverage   92.18%   92.18%   +<.01%     
==========================================
  Files         161      161              
  Lines       51155    51157       +2     
==========================================
+ Hits        47157    47159       +2     
  Misses       3998     3998
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.61% <100%> (ø)` | :arrow_up: |
| #single | `42.24% <50%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/23396?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/compat/pickle\_compat.py](https://codecov.io/gh/pandas-dev/pandas/pull/23396/diff?src=pr&el=tree#diff-cGFuZGFzL2NvbXBhdC9waWNrbGVfY29tcGF0LnB5) | `75.6% <ø> (ø)` | :arrow_up: |
| [pandas/core/indexes/multi.py](https://codecov.io/gh/pandas-dev/pandas/pull/23396/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9tdWx0aS5weQ==) | `95.46% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/frozen.py](https://codecov.io/gh/pandas-dev/pandas/pull/23396/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9mcm96ZW4ucHk=) | `91.66% <100%> (+0.23%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23396?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/23396?src=pr&el=footer). Last update [a26005a...f04d9e2](https://codecov.io/gh/pandas-dev/pandas/pull/23396?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks! can you add to the deprecated issue (put remove in 1.0)