WIP: CI: Debug Windows recurssion error

[mroeschke]

Example:

......x..........................................x.....................................................................................................................x...........xxxWindows fatal exception: stack overflow

Thread 0x000015f0 (most recent call first):
  File "C:\Miniconda\envs\pandas-dev\lib\site-packages\execnet\gateway_base.py", line 400 in read
  File "C:\Miniconda\envs\pandas-dev\lib\site-packages\execnet\gateway_base.py", line 432 in from_io
  File "C:\Miniconda\envs\pandas-dev\lib\site-packages\execnet\gateway_base.py", line 967 in _thread_receiver
  File "C:\Miniconda\envs\pandas-dev\lib\site-packages\execnet\gateway_base.py", line 220 in run
  File "C:\Miniconda\envs\pandas-dev\lib\site-packages\execnet\gateway_base.py", line 285 in _perform_spawn

Current thread 0x0000101c (most recent call first):
  File "D:\a\1\s\pandas\core\construction.py", line 850 in is_empty_data
  File "D:\a\1\s\pandas\core\construction.py", line 887 in create_series_with_explicit_dtype
  File "D:\a\1\s\pandas\core\series.py", line 520 in _init_dict
  File "D:\a\1\s\pandas\core\series.py", line 427 in __init__
  File "D:\a\1\s\pandas\core\construction.py", line 889 in create_series_with_explicit_dtype
  File "D:\a\1\s\pandas\core\series.py", line 520 in _init_dict
  File "D:\a\1\s\pandas\core\series.py", line 427 in __init__
  File "D:\a\1\s\pandas\core\construction.py", line 889 in create_series_with_explicit_dtype
  File "D:\a\1\s\pandas\core\series.py", line 520 in _init_dict
  File "D:\a\1\s\pandas\core\series.py", line 427 in __init__
  File "D:\a\1\s\pandas\core\construction.py", line 889 in create_series_with_explicit_dtype
  File "D:\a\1\s\pandas\core\series.py", line 520 in _init_dict
  File "D:\a\1\s\pandas\core\series.py", line 427 in __init__
  File "D:\a\1\s\pandas\core\construction.py", line 889 in create_series_with_explicit_dtype
  File "D:\a\1\s\pandas\core\series.py", line 520 in _init_dict
  File "D:\a\1\s\pandas\core\construction.py", line 889 in create_series_with_explicit_dtype
  File "D:\a\1\s\pandas\core\series.py", line 520 in _init_dict
  File "D:\a\1\s\pandas\core\series.py", line 427 in __init__
  ...

And another potential timeout: https://dev.azure.com/pandas-dev/pandas/_build/results?buildId=77073&view=logs&jobId=f64eb602-b0ed-5dcc-0a60-a7288ad39597&j=f64eb602-b0ed-5dcc-0a60-a7288ad39597&t=129bd72d-2137-55bd-1811-c4ce50c6dce8