Test nested PandasArray
May be easiest to view the commits individually.

https://github.com/pandas-dev/pandas/commit/38e7413f3f650230eca75ab50580630838930c34 
has the commit fixing the actual issue in #24986. That one was easy.

https://github.com/pandas-dev/pandas/commit/558cdbec47c9d9e7862a3d3c688fcf51260d367d is just moving the numpy-backed EA tests down to a directory, to facilitate the real changes in 
https://github.com/pandas-dev/pandas/commit/9122bb6d5e7f0eb2296016f35e9d8eb7ef7293e1

Having a PandasArray with nested data breaks lots of tests. Some of these are because of how we construct the expected, and how NumPy handles nested data (not the best). Adding checks to the individual tests like

```
def test_foo(self, data):
    if data.dtype == 'object':
        raise pytest.skip('skipping for object')
    pass
```

wasn't really feasible, as we'd need to duplicate all the parametrized fixtures defined on the tests themselves.

So, I opted to define a `pytest_collection_modifyitems` to add skips to a known list of tests that won't pass for nested data.

Closes #24986 