STY: F-strings
- [x] ref https://github.com/pandas-dev/pandas/issues/29547
- [ ] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

(Unrelated) Test failure notwithstanding, these changes look good thanks @MomIsBestFriend 