WARN,TST check stacklevel for all warnings

[MarcoGorelli]

Currently, the stacklevel is only checked for two classes of warnings:

pandas/pandas/_testing/_warnings.py

Lines 132 to 134 in 14de3fd

	if check_stacklevel and issubclass(
	actual_warning.category, (FutureWarning, DeprecationWarning)
	):

it would be good to extend this to other (all?) classes of warnings, and fixing the parts of the codebase where this fails