CI: Conda connection errors
Looks like we've got some connection errors in Conda that we haven't seen before, see:

```
conda env create -q --file=environment.yml
Collecting package metadata (repodata.json): ...working... failed

# >>>>>>>>>>>>>>>>>>>>>> ERROR REPORT <<<<<<<<<<<<<<<<<<<<<<

    Traceback (most recent call last):
      File "/home/runner/miniconda3/lib/python3.8/site-packages/urllib3/response.py", line 438, in _error_catcher
        yield
      File "/home/runner/miniconda3/lib/python3.8/site-packages/urllib3/response.py", line 764, in read_chunked
        self._update_chunk_length()
      File "/home/runner/miniconda3/lib/python3.8/site-packages/urllib3/response.py", line 694, in _update_chunk_length
        line = self._fp.fp.readline()
      File "/home/runner/miniconda3/lib/python3.8/socket.py", line 669, in readinto
        return self._sock.recv_into(b)
      File "/home/runner/miniconda3/lib/python3.8/ssl.py", line 1241, in recv_into
        return self.read(nbytes, buffer)
      File "/home/runner/miniconda3/lib/python3.8/ssl.py", line 1099, in read
        return self._sslobj.read(len, buffer)
    ConnectionResetError: [Errno 104] Connection reset by peer
    
    During handling of the above exception, another exception occurred:
    
    Traceback (most recent call last):
      File "/home/runner/miniconda3/lib/python3.8/site-packages/requests/models.py", line 753, in generate
        for chunk in self.raw.stream(chunk_size, decode_content=True):
      File "/home/runner/miniconda3/lib/python3.8/site-packages/urllib3/response.py", line 572, in stream
        for line in self.read_chunked(amt, decode_content=decode_content):
      File "/home/runner/miniconda3/lib/python3.8/site-packages/urllib3/response.py", line 793, in read_chunked
        self._original_response.close()
      File "/home/runner/miniconda3/lib/python3.8/contextlib.py", line 131, in __exit__
        self.gen.throw(type, value, traceback)
      File "/home/runner/miniconda3/lib/python3.8/site-packages/urllib3/response.py", line 455, in _error_catcher
        raise ProtocolError("Connection broken: %r" % e, e)
    urllib3.exceptions.ProtocolError: ("Connection broken: ConnectionResetError(104, 'Connection reset by peer')", ConnectionResetError(104, 'Connection reset by peer'))
    
    During handling of the above exception, another exception occurred:
    
    Traceback (most recent call last):
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda/exceptions.py", line 1079, in __call__
        return func(*args, **kwargs)
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda_env/cli/main.py", line 80, in do_call
        exit_code = getattr(module, func_name)(args, parser)
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda_env/cli/main_create.py", line 119, in execute
        result[installer_type] = installer.install(prefix, pkg_specs, args, env)
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda_env/installers/conda.py", line 31, in install
        unlink_link_transaction = solver.solve_for_transaction(
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda/core/solve.py", line 114, in solve_for_transaction
        unlink_precs, link_precs = self.solve_for_diff(update_modifier, deps_modifier,
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda/core/solve.py", line 157, in solve_for_diff
        final_precs = self.solve_final_state(update_modifier, deps_modifier, prune, ignore_pinned,
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda/core/solve.py", line 262, in solve_final_state
        ssc = self._collect_all_metadata(ssc)
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda/common/io.py", line 88, in decorated
        return f(*args, **kwds)
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda/core/solve.py", line 425, in _collect_all_metadata
        index, r = self._prepare(prepared_specs)
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda/core/solve.py", line 1020, in _prepare
        reduced_index = get_reduced_index(self.prefix, self.channels,
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda/core/index.py", line 288, in get_reduced_index
        new_records = SubdirData.query_all(spec, channels=channels, subdirs=subdirs,
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda/core/subdir_data.py", line 140, in query_all
        result = tuple(concat(executor.map(subdir_query, channel_urls)))
      File "/home/runner/miniconda3/lib/python3.8/concurrent/futures/_base.py", line 611, in result_iterator
        yield fs.pop().result()
      File "/home/runner/miniconda3/lib/python3.8/concurrent/futures/_base.py", line 432, in result
        return self.__get_result()
      File "/home/runner/miniconda3/lib/python3.8/concurrent/futures/_base.py", line 388, in __get_result
        raise self._exception
      File "/home/runner/miniconda3/lib/python3.8/concurrent/futures/thread.py", line 57, in run
        result = self.fn(*self.args, **self.kwargs)
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda/core/subdir_data.py", line 132, in <lambda>
        subdir_query = lambda url: tuple(SubdirData(Channel(url), repodata_fn=repodata_fn).query(
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda/core/subdir_data.py", line 145, in query
        self.load()
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda/core/subdir_data.py", line 209, in load
        _internal_state = self._load()
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda/core/subdir_data.py", line 371, in _load
        raw_repodata_str = fetch_repodata_remote_request(
      File "/home/runner/miniconda3/lib/python3.8/site-packages/conda/core/subdir_data.py", line 694, in fetch_repodata_remote_request
        resp = session.get(join_url(url, filename), headers=headers, proxies=session.proxies,
      File "/home/runner/miniconda3/lib/python3.8/site-packages/requests/sessions.py", line 555, in get
        return self.request('GET', url, **kwargs)
      File "/home/runner/miniconda3/lib/python3.8/site-packages/requests/sessions.py", line 542, in request
        resp = self.send(prep, **send_kwargs)
      File "/home/runner/miniconda3/lib/python3.8/site-packages/requests/sessions.py", line 697, in send
        r.content
      File "/home/runner/miniconda3/lib/python3.8/site-packages/requests/models.py", line 831, in content
        self._content = b''.join(self.iter_content(CONTENT_CHUNK_SIZE)) or b''
      File "/home/runner/miniconda3/lib/python3.8/site-packages/requests/models.py", line 756, in generate
        raise ChunkedEncodingError(e)
    requests.exceptions.ChunkedEncodingError: ("Connection broken: ConnectionResetError(104, 'Connection reset by peer')", ConnectionResetError(104, 'Connection reset by peer'))

`$ /home/runner/miniconda3/bin/conda-env create -q --file=environment.yml`

  environment variables:
                 CIO_TEST=<not set>
                    CONDA=/usr/share/miniconda
  CONDA_AUTO_UPDATE_CONDA=false
                CONDA_EXE=/home/runner/miniconda3/bin/conda
         CONDA_PYTHON_EXE=/home/runner/miniconda3/bin/python
               CONDA_ROOT=/home/runner/miniconda3
              CONDA_SHLVL=0
           CURL_CA_BUNDLE=<not set>
      DEPLOYMENT_BASEPATH=/opt/runner
       GITHUB_ACTION_PATH=/home/runner/work/pandas/pandas/./.github/actions/setup
        GITHUB_EVENT_PATH=/home/runner/work/_temp/_github_workflow/event.json
              GITHUB_PATH=/home/runner/work/_temp/_runner_file_commands/add_path_a635de78-1490-4
                          ff5-a562-86a9e642c5a2
                     PATH=/home/runner/miniconda3/bin:/home/runner/miniconda3/condabin:/home/run
                          ner/miniconda3/bin:/home/runner/miniconda3/bin:/home/linuxbrew/.linuxb
                          rew/bin:/home/linuxbrew/.linuxbrew/sbin:/home/runner/.local/bin:/opt/p
                          ipx_bin:/usr/share/rust/.cargo/bin:/home/runner/.config/composer/vendo
                          r/bin:/usr/local/.ghcup/bin:/home/runner/.dotnet/tools:/snap/bin:/usr/
                          local/sbin:/usr/local/bin:/usr/sbin:/usr/bin:/sbin:/bin:/usr/games:/us
                          r/local/games:/snap/bin:/home/runner/.dotnet/tools
       REQUESTS_CA_BUNDLE=<not set>
        SELENIUM_JAR_PATH=/usr/share/java/selenium-server-standalone.jar
            SSL_CERT_FILE=<not set>
               SWIFT_PATH=/usr/share/swift/usr/bin

     active environment : None
            shell level : 0
       user config file : /home/runner/.condarc
 populated config files : /home/runner/.condarc
          conda version : 4.10.1
    conda-build version : not installed
         python version : 3.8.5.final.0
       virtual packages : __linux=5.4.0=0
                          __glibc=2.31=0
                          __unix=0=0
                          __archspec=1=x86_64
       base environment : /home/runner/miniconda3  (writable)
      conda av data dir : /home/runner/miniconda3/etc/conda
  conda av metadata url : https://repo.anaconda.com/pkgs/main
           channel URLs : https://repo.anaconda.com/pkgs/main/linux-64
                          https://repo.anaconda.com/pkgs/main/noarch
                          https://repo.anaconda.com/pkgs/r/linux-64
                          https://repo.anaconda.com/pkgs/r/noarch
          package cache : /home/runner/miniconda3/pkgs
                          /home/runner/.conda/pkgs
       envs directories : /home/runner/miniconda3/envs
                          /home/runner/.conda/envs
               platform : linux-64
             user-agent : conda/4.10.1 requests/2.25.1 CPython/3.8.5 Linux/5.4.0-1047-azure ubuntu/20.04.2 glibc/2.31
                UID:GID : 1001:121
             netrc file : None
           offline mode : False


An unexpected error has occurred. Conda has prepared the above report.

Upload successful.
```

Some examples:

- https://github.com/pandas-dev/pandas/runs/2701636721?check_suite_focus=true#step:3:433
- https://github.com/pandas-dev/pandas/runs/2699485760?check_suite_focus=true#step:3:431

@simonjayhawkins points  in [this comment](https://github.com/pandas-dev/pandas/pull/41336#issuecomment-848696140) that it may be caused by #41336. Difficult to tell, maybe it's just some problems on the conda servers, and it stops failing by itself. Opening this issue to keep track of any further information.