BUG: Operations with SparseArray return  SA with wrong indices
- [ ] closes  #44956, #45110
- [ ] tests added / passed

Two tests have failed but looks like the reason is not my changes
(Perhaps won't see in checks)

<details>

====================================================================== FAILURES =======================================================================
__________________________________________ TestChaining.test_detect_chained_assignment_warning_stacklevel[3] __________________________________________

self = <pandas.tests.indexing.test_chaining_and_caching.TestChaining object at 0x0000022FC3FBFB80>, rhs = 3

    @pytest.mark.parametrize("rhs", [3, DataFrame({0: [1, 2, 3, 4]})])
    def test_detect_chained_assignment_warning_stacklevel(self, rhs):
        # GH#42570
        df = DataFrame(np.arange(25).reshape(5, 5))
        chained = df.loc[:3]
        with option_context("chained_assignment", "warn"):
            with tm.assert_produces_warning(com.SettingWithCopyWarning) as t:
                chained[2] = rhs
>               assert t[0].filename == __file__
E               AssertionError: assert 'c:\\Users\\b...nd_caching.py' == 'C:\\Users\\b...nd_caching.py'
E                 - C:\Users\bdrum\Development\python\pandas\pandas\tests\indexing\test_chaining_and_caching.py
E                 ? ^
E                 + c:\Users\bdrum\Development\python\pandas\pandas\tests\indexing\test_chaining_and_caching.py
E                 ? ^

pandas\tests\indexing\test_chaining_and_caching.py:444: AssertionError
------------------------------------- generated xml file: C:\Users\bdrum\Development\python\pandas\test-data.xml --------------------------------------
================================================================ slowest 30 durations =================================================================
0.29s call     pandas/tests/indexing/test_chaining_and_caching.py::TestChaining::test_detect_chained_assignment_warning_stacklevel[3]

(2 durations < 0.005s hidden.  Use -vv to show these durations.)
=============================================================== short test summary info ===============================================================
FAILED pandas/tests/indexing/test_chaining_and_caching.py::TestChaining::test_detect_chained_assignment_warning_stacklevel[3] - AssertionError: asser...
========================================================== 1 failed, 31 deselected in 0.84s ===========================================================

</details>


- [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 already there

This is only part of solutiion in order to close regression. I will create separate issue that describes global SparseArray indices problem.

Current behavior as expected in #45110

~~~python
s = pd.arrays.SparseArray([1, 2, 3, 4, np.nan, np.nan], fill_value=np.nan)
s[s>2]

# [3.0, 4.0]
# Fill: nan
# IntIndex
# Indices: array([0, 1])

~~~

Have you added a test for #45110? I've added 12 test for comparison with scalars. Bug that you've caught consist from two operations mask array and comparison with scalar. In previous version SparseArray operators was tested via Series. Now it's not. And I decided that exactly such combined test is redundant.  When you close issues, you should always add tests ensuring, that they do not pop again Ok, let me add it @phofl if you can have a look @jbrockmendel if you can have a look @jbrockmendel ok here? LGTM.

@bdrum is there a gameplan for the two xfailed tests? ok merging this and can followup with the failed ones, @bdrum if you can create an issue for those, PR would be great as well :-> @meeseeksdev backport 1.4.x Something went wrong ... Please have a look at my logs. > LGTM.
> 
> @bdrum is there a gameplan for the two xfailed tests?

@jbrockmendel I think so. Comparisons with arrays still work wrong, I'll try to fix it. 