ENH: re-implement DataFrame.lookup.
`DataFrame.lookup` was deprecated in #35224 in 1.2. After some feedback (#39171 ) I opened this ticket to discuss re-implentation of lookup in a performant way. As mentioned in the discussion on 35244: "but it would have to be performant and not be yet another indexing api".

This ticket can be a starting point for proposed methods, although the old implementation was actually quite performant look at given tests in the discussion of 35244:

https://github.com/pandas-dev/pandas/blob/b5958ee1999e9aead1938c0bba2b674378807b3d/pandas/core/frame.py#L3848-L3861


