REGR: Fix conversion of mixed dtype DataFrame to numpy str
- [x] closes https://github.com/pandas-dev/pandas/issues/35455
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

lgtm. ping on green. > lgtm. ping on green.

@jreback Green, thanks for reviewing thanks!