[BUG]: Rolling.sum() calculated wrong values when axis is one and dtypes are mixed
- [x] closes #20649
- [x] closes #35596
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

In case of ``axis=1`` and mixed dtypes, the ``_apply_blockwise`` did not calculate the sum for a complete row. Through converting the obj and consolidating the blocks we can avoid this.