TST: Add unmatched warning messages to assert_produces_warning() error
- [x] closes #[42103](https://github.com/pandas-dev/pandas/issues/42103)
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

I didn't add anything to the whatsnew file, as it seems it's not always necessary depending on the change?

Error message for a failed assert_produces_warning(match=". . .") now looks like e.g.:
```
Did not see warning 'DtypeWarning' matching 'Warning'. The emitted warning messages are [DtypeWarning('This is not a match.'), DtypeWarning('Another unmatched warning.')]
```

Thanks for any feedback if I've done something wrong here.
Hello @calvinsomething! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:





There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2021-06-24 13:13:28 UTC Nice! Looks like there's going to be a pre-commit failure though, did you run it locally? See https://pandas.pydata.org/docs/development/contributing.html#pre-commit

Can the test names be slightly more descriptive, e.g. test_fail_to_match_future_warning for the first and likewise for the others?

Other than that, looks good to me - thanks for doing this, it'll be useful to anyone testing warnings! Thanks! No I didn't run pre-commit this time. I will make the changes and make the checks before adding the next commit. > I didn't run pre-commit this time

if you do `pre-commit install` then it'll run automatically for you before each commit Hopefully that looks better! Sorry. Ran pre-commit manually before, but now I have it installed and have corrected the flake-8 error. Everything should be perfect... hopefully. Made the last suggested change and now all the warning messages are more conformed. ![](https://i.fluffy.cc/MKjDMmwXxZlqRTwnn070gVqZ8Rwh6d3p.gif)