CI: update exception catching for np1.21
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

@jreback this fixes npdev build (just codecov still failing) thanks @jbrockmendel 

cc @simonjayhawkins we may need to backport something like this to 1.2.x