BUG: wrong errors when indexing with list that includes pd.NA
Currently, indexing with a list including pd.NA (so the list version of indexing with a BooleanArray or IntegerArray) works on the array, but not on Series:

("works" = raising the correct error message)

```
In [21]: a = pd.array([1, 2, 3])  

In [22]: a[[True, False, pd.NA]]  
...
ValueError: Cannot mask with a boolean indexer containing NA values

In [23]: a[[0, 1, pd.NA]] 
...
ValueError: Cannot index with an integer indexer containing NA values
```

vs

```
In [24]: s = pd.Series(a)  

In [25]: s[[True, False, pd.NA]]    
...
KeyError: 'Passing list-likes to .loc or [] with any missing labels is no longer supported, see https://pandas.pydata.org/pandas-docs/stable/user_guide/indexing.html#deprecate-loc-reindex-listlike'

In [26]: s[[0, 1, pd.NA]]  
...
TypeError: boolean value of NA is ambiguous
```

Because the validation of the indexer isn't yet updated to handle listlikes that include pd.NA.

And similar problems for setitem.
