TST (string dtype): change any_string_dtype fixture to use actual dtype instances
~(for now on top of https://github.com/pandas-dev/pandas/pull/59330, so only look at second commit)~

This will make it easier to add the object-dtype based variant of the dtype with NaN sentinel

xref https://github.com/pandas-dev/pandas/issues/54792
OK, this seems to be passing now. And it's also fixing some additional failures on main (a newly added test that should have had an xfail) Thanks @jorisvandenbossche 