ENH/CI: Add Cache for Azure pipelines  - posix
- [x] closes ##42580
- [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
- [ ] whatsnew entry


Trying to leverage the use of cache on Azure pipelines - currently WIP will make some investigations 
Hey folks it seems I have most of this figured, some notes

- [x] MacOs is working now as expected (see [Azure pipeline](https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=68127&view=logs&j=054c7612-f473-5cf0-0a65-77b54574553a))
- [x] Windows - some nagging issues with paths are still present but can work on that
- [ ] Up to discussion: it would be best to explore the use of https://github.com/conda-incubator/conda-lock since the dependencies are not explicitly pinned in `environment.yaml` 
 Update: The MacOS pipelines are still working as expected, however since yesterday I noticed that the Windows pipelines are getting stuck in `conda-update` and eventually timeout ([see here](https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=68142&view=logs&j=e2350215-d973-503e-a41e-d287ff823797&t=f0a61e35-cb95-523a-e4e8-f80405bb57f0))

I might for now try and do some debugging and see if I can pinpoint to the root cause, but in the meantime a review to the rest of the PR would be grand Thanks for the PR. Do you know how much time this saves?


> Update: The MacOS pipelines are still working as expected, however since yesterday I noticed that the Windows pipelines are getting stuck in `conda-update` and eventually timeout ([see here](https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=68142&view=logs&j=e2350215-d973-503e-a41e-d287ff823797&t=f0a61e35-cb95-523a-e4e8-f80405bb57f0))
> 
> I might for now try and do some debugging and see if I can pinpoint to the root cause, but in the meantime a review to the rest of the PR would be grand

If it's easier for you, you can update the posix pipelines first and do the Windows pipelines in a follow up.

Also, I noticed that as of the latest commit ``conda update`` is not being performed. We probably want to make sure that the any old packages in the cache are updated. Hey @lithomas1  thanks for having a look - I have gone ahead and split the posix and Windows cache parts as suggested.

As is the `posix` cache  seems to be saving ~5 mins per job 
 can you merge master Sorted! does this help in build time? can you show before / after @trallard can you merge master and address comments Sorry folks I took some time off at the end of year - will merge master and add the details requested today 
 @trallard what's the status here? Thanks for the PR, but it appears to have gone stale. Additionally, there is some discussion about moving aware from Azure pipelines as well https://github.com/pandas-dev/pandas/issues/46351. Closing, but would be happy to take similar changes to our GHA builds!