ENH: Support arrow/parquet roundtrip for nullable integer / string extension dtypes
xref https://github.com/pandas-dev/pandas/issues/20612

This implements the `__from_arrow__` method for integer/string extension types, so roundtripping to arrow/parquet fully works.
The "red" CI is because of codecov (correctly) catching that the coverage of the changes is not good. This is because the tests only run with pyarrow master. We do not have a pyarrow dev build however (and not sure it is worth to do this for those limited number of tests, it would probably also need nightlies from pyarrow). Ignoring coverage is fine here. Not worth setting up nightly builds against pyarrow yet.

You also have some linting failures in the docs: https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=20694 The failure on Linux py36_minimum_versions seems unrelated (an unexpected resource warning in a parser test, is this already a know failing / flaky tests?) More feedback here? Or ready to merge?

cc @jreback Updated to resolve conflicts. Unless more comments going to merge later today.