DEPR: Deprecate FrozenNDArray

[gfyoung]

Rationale can be found here.

Closes #9031.

xref #14565 (potentially can close this given how central FrozenNDArray was to discussion)

[pep8speaks]

Hello @gfyoung! Thanks for submitting the PR.

• There are no PEP8 issues in the file pandas/compat/pickle_compat.py !

• There are no PEP8 issues in the file pandas/core/indexes/frozen.py !

• There are no PEP8 issues in the file pandas/core/indexes/multi.py !

• There are no PEP8 issues in the file pandas/tests/indexes/test_frozen.py !

[codecov]

Codecov Report

Merging #23396 into master will increase coverage by <.01%.
The diff coverage is 100%.

@@            Coverage Diff             @@
##           master   #23396      +/-   ##
==========================================
+ Coverage   92.18%   92.18%   +<.01%     
==========================================
  Files         161      161              
  Lines       51155    51157       +2     
==========================================
+ Hits        47157    47159       +2     
  Misses       3998     3998

Flag	Coverage Δ
#multiple	90.61% <100%> (ø)	⬆️
#single	42.24% <50%> (-0.01%)	⬇️

Impacted Files	Coverage Δ
pandas/compat/pickle_compat.py	75.6% <ø> (ø)	⬆️
pandas/core/indexes/multi.py	95.46% <100%> (ø)	⬆️
pandas/core/indexes/frozen.py	91.66% <100%> (+0.23%)	⬆️

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[jreback]

thanks! can you add to the deprecated issue (put remove in 1.0)