TST: Separate expanding_apply and rolling_apply out of consistency
xref #30577 #30486 

This is the second step for breaking up giant consistency test, this PR separates consistency tests about `expanding_apply` and `rolling_apply` out from their big `expanding_consistency` and `rolling_consistency` tests.

The followup after this would be removing `self.data` initiation from `init` and convert to either fixture or funcs with yields so as to gradually move tests out of the whole consistency class and easier for parametrization instead of current looping.

cc @jreback 

great thanks.

yeah parameterization would be great to remove some of the inner loops.

