TST/API: test column indexing copy/view semantics
This is adding some tests for current behaviour related to the discussions in #33457 and #35417 (and also adds the tests from https://github.com/pandas-dev/pandas/pull/35266 which got never merged). I think it is good to have some more explicit tests of current behaviour, while we are considering changing things.

Note: some semantics I am testing are certainly debatable, but I was experimenting a bit with what is happening on current master.