TST/REF: Consolidate tests in apply.test_invalid_arg
- [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

Moves relevant tests into test_invalid_arg. Had to rename two tests because they were of the same name, but no other changes. I organized the file by the reason for the exception, and indicated this at the top of the file. Certainly open to any other ways of organizing.