TST / string dtype: add env variable to enable future_string and add test build
xref https://github.com/pandas-dev/pandas/issues/54792

Taking a similar approach as we did for CoW: allow enabling the option with an env variable (also useful for testing locally), and add an extra build on CI with that option enabled. 

Not all tests are passing yet, so will see how to mark this build as "allow failures", but I think it would already be useful to set up the infra so we can fix the tests piecewise in follow-ups.
started a branch similar to this to get the tests passing; i count <s>1592</s>1615 failures locally.  Of these, 529 are in tests/io (with `-m "not db and not slow"` so may be missing some).  810 are in pandas/tests/groupby/test_raises.py::test_groupby_raises_string.  > 810 are in pandas/tests/groupby/test_raises.py::test_groupby_raises_string.

Impressive that a single test can give 810 failures ;) But then that set of failures should also be relatively easy to solve I suppose This pull request is stale because it has been open for thirty days with no activity. Please [update](https://pandas.pydata.org/pandas-docs/stable/development/contributing.html#updating-your-pull-request) and respond to this comment if you're still interested in working on this. I am going to merge this as this makes testing further string dtype related PRs a lot easier. But happy to further bikeshed on the name and easy to change that later.