CLN: Replace FrameOrSeriesUnion annotation by DataFrame | Series
- [ ] closes #40876 
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry


The FrameOrSeriesUnion check was already removed. I have removed the FrameOrSeriesUnion alias, and replaced all instances of FrameOrSeriesUnion with DataFrame | Series