ENH: Infer inner file name of zip archive (GH39465)
relevant for `DataFrame.to_csv` and `Series.to_csv` with `compression='zip'`

- [x] closes #39465
  - also relevant for #26023
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [x] whatsnew entry

This fix is similar-in-spirit to #40387, which has been abandoned.


## Before / After
```py
from pandas import pd

df = pd.DataFrame()
df.to_csv('../test.csv.zip')
```

### Before
```
> unzip -l test.csv.zip

Archive:  test.csv.zip
  Length      Date    Time    Name
---------  ---------- -----   ----
        3  2021-11-14 13:39   ../test.csv.zip
---------                     -------
        3                     1 file
```
Notice the `..` in the path - bad! And, of course, that the file _inside_ the zip file is also called `test.csv.zip`.

### After
```
> unzip -l test.csv.zip

Archive:  test.csv.zip
  Length      Date    Time    Name
---------  ---------- -----   ----
        3  2021-11-14 13:44   test.csv
---------                     -------
        3                     1 file
```
cc @datapythonista because you reviewed that last PR cc @twoertwein  Thank you for the quick review @jreback 🙌  is there anything still holding this off from merge? thanks @MarcelGerber very nice!