CoW: Enable CoW by default and remove warning build
I'd prefer to go this way in enabling CoW. Having it on makes it easier to enforce the change step by step rather than doing it all at once.
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. cc @mroeschke 

this should be green now and ready to merge hopefully. That allows us to move forward with the deprecations here Just a merge conflict post ArrayManager merge. Feel free to merge after that