fix: update error logging when converting to pyarrow column fails

[chalmerlowe]

When conversion of a pyarrow column fails, the user is not provided adequate information about which column fails to convert. This PR provides additional context to identify the column (if the Series has a .name parameter).

Fixes #1621 🦕
Fixes #1822

This merges and replaces the follow PR(s):
#1824
#1622

[Linchin]

Thank you so much @chalmerlowe for fixing these issues! Mostly looks good, I just had some questions on the details.

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