CLN: followons to refactor of series/test_indexing.py
xref #18614  

- [x] remove the classes, IOW make all of the tests at function level. This will require removing the ``setup_method`` and making fixtures for this. (https://github.com/pandas-dev/pandas/pull/20034)
- [ ] some tests need to be moved around a bit, IOW we want to move tests out of test_indexing.py (the new one), so appropriate places (e.g. .drop should be in alter_axes).  (#20059)
- [ ] want to parameterize things (e.g. anything with loops) (#20059)

any/all of these can be separate PRs.