TST: Fail on warning
Sets our pytest config to fail on unhandled warnings.

Fixes a bunch of tests to not fail.

This still has a few TODOs.

Closes https://github.com/pandas-dev/pandas/issues/16481
Closes https://github.com/pandas-dev/pandas/issues/19677
Closes https://github.com/pandas-dev/pandas/issues/13962
Closes https://github.com/pandas-dev/pandas/issues/22020