REF: simplify Series.__setitem__
Motivating goal is to get rid of the Series methods that use `self.index._engine.get_loc`, as these are a mine field (xref #41846).  The correct method would be to use `self.index.get_loc`, the trouble being that we are inconsistent about what kinds of exceptions we raise in engine.get_loc vs Index.get_loc (and Index subclasses).  This is a bite-size step towards this goal. 
can you rebase sure