CoW: Delay copy when setting Series into DataFrame
- [ ] closes #xxxx (Replace xxxx with the GitHub issue number)
- [ ] [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
- [ ] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [ ] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [ ] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

This tackles one case for now, will add other cases step by step based on the strategy here.

Would not backport this, since it's unlikely that we'll finish everything till 2.0 comes out This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. Best to get this one in first, before looking at https://github.com/pandas-dev/pandas/pull/52062 / https://github.com/pandas-dev/pandas/pull/52051 / https://github.com/pandas-dev/pandas/pull/52061, right?
 Yep Rebased all the other prs