DEPR: Partial failure in Series.transform and DataFrame.transform
- [x] closes #40211
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

In test_frame_transform.test_transform_partial_failure, two of the tests did not actually test for partial failure as I had intended back in #35964. That is fixed here. Also added tests for Series.