[ArrayManager] TST: run (+fix/skip) pandas/tests/series/indexing tests
xref #39146

Getting the tests passing for the indexing tests, her for `pandas/tests/series/indexing` (`pandas/tests/indexing` is done in https://github.com/pandas-dev/pandas/pull/40325 and `pandas/tests/frame/indexing` is done in https://github.com/pandas-dev/pandas/pull/40323)
LGTM cc @jreback thanks @jorisvandenbossche 