diff --git a/azure-pipelines.yml b/azure-pipelines.yml
index 1e2556f521225..21cb5bac25be8 100644
--- a/azure-pipelines.yml
+++ b/azure-pipelines.yml
@@ -18,18 +18,19 @@ pr:
 variables:
   PYTEST_WORKERS: auto
   PYTEST_TARGET:  pandas
+  PATTERN: "not slow and not high_memory and not db and not network"
+  PANDAS_CI: 1
 
 jobs:
-# Mac and Linux use the same template
 - template: ci/azure/posix.yml
   parameters:
     name: macOS
-    vmImage: macOS-10.15
+    vmImage: macOS-latest
 
 - template: ci/azure/windows.yml
   parameters:
     name: Windows
-    vmImage: windows-2019
+    vmImage: windows-latest
 
 - job: py38_32bit
   pool:
diff --git a/ci/azure/posix.yml b/ci/azure/posix.yml
index 9002f35376613..be76e1366f5ca 100644
--- a/ci/azure/posix.yml
+++ b/ci/azure/posix.yml
@@ -4,40 +4,22 @@ parameters:
 
 jobs:
 - job: ${{ parameters.name }}
+  timeoutInMinutes: 90
   pool:
     vmImage: ${{ parameters.vmImage }}
   strategy:
     matrix:
-      py38_macos_1:
-        ENV_FILE: ci/deps/azure-macos-38.yaml
+      py38:
+        ENV_FILE: ci/deps/actions-38.yaml
         CONDA_PY: "38"
-        PATTERN: "not slow"
-        PYTEST_TARGET: "pandas/tests/[a-h]*"
-      py38_macos_2:
-        ENV_FILE: ci/deps/azure-macos-38.yaml
-        CONDA_PY: "38"
-        PATTERN: "not slow"
-        PYTEST_TARGET: "pandas/tests/[i-z]*"
-      py39_macos_1:
-        ENV_FILE: ci/deps/azure-macos-39.yaml
-        CONDA_PY: "39"
-        PATTERN: "not slow"
-        PYTEST_TARGET: "pandas/tests/[a-h]*"
-      py39_macos_2:
-        ENV_FILE: ci/deps/azure-macos-39.yaml
+
+      py39:
+        ENV_FILE: ci/deps/actions-39.yaml
         CONDA_PY: "39"
-        PATTERN: "not slow"
-        PYTEST_TARGET: "pandas/tests/[i-z]*"
-      py310_macos_1:
-        ENV_FILE: ci/deps/azure-macos-310.yaml
-        CONDA_PY: "310"
-        PATTERN: "not slow"
-        PYTEST_TARGET: "pandas/tests/[a-h]*"
-      py310_macos_2:
-        ENV_FILE: ci/deps/azure-macos-310.yaml
+
+      py310:
+        ENV_FILE: ci/deps/actions-310.yaml
         CONDA_PY: "310"
-        PATTERN: "not slow"
-        PYTEST_TARGET: "pandas/tests/[i-z]*"
 
   steps:
     - script: echo '##vso[task.prependpath]$(HOME)/miniconda3/bin'
diff --git a/ci/azure/windows.yml b/ci/azure/windows.yml
index 836332251d7b3..3b489d92388da 100644
--- a/ci/azure/windows.yml
+++ b/ci/azure/windows.yml
@@ -4,51 +4,22 @@ parameters:
 
 jobs:
 - job: ${{ parameters.name }}
+  timeoutInMinutes: 90
   pool:
     vmImage: ${{ parameters.vmImage }}
   strategy:
     matrix:
-      py38_np18_1:
-        ENV_FILE: ci/deps/azure-windows-38.yaml
+      py38:
+        ENV_FILE: ci/deps/actions-38.yaml
         CONDA_PY: "38"
-        PATTERN: "not slow"
-        PYTEST_WORKERS: 2  # GH-42236
-        PYTEST_TARGET: "pandas/tests/[a-h]*"
 
-      py38_np18_2:
-        ENV_FILE: ci/deps/azure-windows-38.yaml
-        CONDA_PY: "38"
-        PATTERN: "not slow"
-        PYTEST_WORKERS: 2  # GH-42236
-        PYTEST_TARGET: "pandas/tests/[i-z]*"
-
-      py39_1:
-        ENV_FILE: ci/deps/azure-windows-39.yaml
-        CONDA_PY: "39"
-        PATTERN: "not slow and not high_memory"
-        PYTEST_WORKERS: 2  # GH-42236
-        PYTEST_TARGET: "pandas/tests/[a-h]*"
-
-      py39_2:
-        ENV_FILE: ci/deps/azure-windows-39.yaml
+      py39:
+        ENV_FILE: ci/deps/actions-39.yaml
         CONDA_PY: "39"
-        PATTERN: "not slow and not high_memory"
-        PYTEST_WORKERS: 2  # GH-42236
-        PYTEST_TARGET: "pandas/tests/[i-z]*"
-
-      py310_1:
-        ENV_FILE: ci/deps/azure-windows-310.yaml
-        CONDA_PY: "310"
-        PATTERN: "not slow and not high_memory"
-        PYTEST_WORKERS: 2  # GH-42236
-        PYTEST_TARGET: "pandas/tests/[a-h]*"
 
-      py310_2:
-        ENV_FILE: ci/deps/azure-windows-310.yaml
+      py310:
+        ENV_FILE: ci/deps/actions-310.yaml
         CONDA_PY: "310"
-        PATTERN: "not slow and not high_memory"
-        PYTEST_WORKERS: 2  # GH-42236
-        PYTEST_TARGET: "pandas/tests/[i-z]*"
 
   steps:
     - powershell: |
@@ -59,7 +30,7 @@ jobs:
       displayName: 'Update conda'
 
     - bash: |
-        conda env create -q --file ci\\deps\\azure-windows-$(CONDA_PY).yaml
+        conda env create -q --file ci\\deps\\actions-$(CONDA_PY).yaml
       displayName: 'Create anaconda environment'
     - bash: |
         source activate pandas-dev
diff --git a/ci/deps/azure-macos-310.yaml b/ci/deps/azure-macos-310.yaml
deleted file mode 100644
index 312fac8091db6..0000000000000
--- a/ci/deps/azure-macos-310.yaml
+++ /dev/null
@@ -1,36 +0,0 @@
-name: pandas-dev
-channels:
-  - defaults
-  - conda-forge
-dependencies:
-  - python=3.10
-
-  # tools
-  - cython>=0.29.24
-  - pytest>=6.0
-  - pytest-xdist>=1.31
-  - hypothesis>=5.5.3
-  - pytest-azurepipelines
-
-  # pandas dependencies
-  - beautifulsoup4
-  - bottleneck
-  - html5lib
-  - jinja2
-  - lxml
-  - matplotlib
-  - nomkl
-  - numexpr
-  - numpy
-  - openpyxl
-  - pyarrow
-  - pyreadstat
-  - pytables
-  - python-dateutil==2.8.1
-  - pytz
-  - pyxlsb
-  - xarray
-  - xlrd
-  - xlsxwriter
-  - xlwt
-  - zstandard
diff --git a/ci/deps/azure-macos-38.yaml b/ci/deps/azure-macos-38.yaml
deleted file mode 100644
index 422aa86c57fc7..0000000000000
--- a/ci/deps/azure-macos-38.yaml
+++ /dev/null
@@ -1,36 +0,0 @@
-name: pandas-dev
-channels:
-  - defaults
-  - conda-forge
-dependencies:
-  - python=3.8
-
-  # tools
-  - cython>=0.29.24
-  - pytest>=6.0
-  - pytest-xdist>=1.31
-  - hypothesis>=5.5.3
-  - pytest-azurepipelines
-
-  # pandas dependencies
-  - beautifulsoup4
-  - bottleneck
-  - html5lib
-  - jinja2
-  - lxml
-  - matplotlib=3.3.2
-  - nomkl
-  - numexpr
-  - numpy=1.18.5
-  - openpyxl
-  - pyarrow=1.0.1
-  - pyreadstat
-  - pytables
-  - python-dateutil==2.8.1
-  - pytz
-  - pyxlsb
-  - xarray
-  - xlrd
-  - xlsxwriter
-  - xlwt
-  - zstandard
diff --git a/ci/deps/azure-macos-39.yaml b/ci/deps/azure-macos-39.yaml
deleted file mode 100644
index 140d67796452c..0000000000000
--- a/ci/deps/azure-macos-39.yaml
+++ /dev/null
@@ -1,36 +0,0 @@
-name: pandas-dev
-channels:
-  - defaults
-  - conda-forge
-dependencies:
-  - python=3.9
-
-  # tools
-  - cython>=0.29.24
-  - pytest>=6.0
-  - pytest-xdist>=1.31
-  - hypothesis>=5.5.3
-  - pytest-azurepipelines
-
-  # pandas dependencies
-  - beautifulsoup4
-  - bottleneck
-  - html5lib
-  - jinja2
-  - lxml
-  - matplotlib=3.3.2
-  - nomkl
-  - numexpr
-  - numpy=1.21.3
-  - openpyxl
-  - pyarrow=4
-  - pyreadstat
-  - pytables
-  - python-dateutil==2.8.1
-  - pytz
-  - pyxlsb
-  - xarray
-  - xlrd
-  - xlsxwriter
-  - xlwt
-  - zstandard
diff --git a/ci/deps/azure-windows-310.yaml b/ci/deps/azure-windows-310.yaml
deleted file mode 100644
index 8e6f4deef6057..0000000000000
--- a/ci/deps/azure-windows-310.yaml
+++ /dev/null
@@ -1,41 +0,0 @@
-name: pandas-dev
-channels:
-  - conda-forge
-  - defaults
-dependencies:
-  - python=3.10
-
-  # tools
-  - cython>=0.29.24
-  - pytest>=6.0
-  - pytest-xdist>=1.31
-  - hypothesis>=5.5.3
-  - pytest-azurepipelines
-
-  # pandas dependencies
-  - beautifulsoup4
-  - bottleneck
-  - fsspec>=0.8.0
-  - gcsfs
-  - html5lib
-  - jinja2
-  - lxml
-  - matplotlib
-  # TODO: uncomment after numba supports py310
-  #- numba
-  - numexpr
-  - numpy
-  - openpyxl
-  - pyarrow
-  - pytables
-  - python-dateutil
-  - pytz
-  - s3fs>=0.4.2
-  - scipy
-  - sqlalchemy
-  - xlrd
-  - xlsxwriter
-  - xlwt
-  - pyreadstat
-  - pyxlsb
-  - zstandard
diff --git a/ci/deps/azure-windows-38.yaml b/ci/deps/azure-windows-38.yaml
deleted file mode 100644
index eb533524147d9..0000000000000
--- a/ci/deps/azure-windows-38.yaml
+++ /dev/null
@@ -1,35 +0,0 @@
-name: pandas-dev
-channels:
-  - conda-forge
-  - defaults
-dependencies:
-  - python=3.8
-
-  # tools
-  - cython>=0.29.24
-  - pytest>=6.0
-  - pytest-xdist>=1.31
-  - hypothesis>=5.5.3
-  - pytest-azurepipelines
-
-  # pandas dependencies
-  - blosc
-  - bottleneck
-  - fastparquet>=0.4.0
-  - fsspec>=0.8.0
-  - matplotlib=3.3.2
-  - numba
-  - numexpr
-  - numpy=1.18
-  - openpyxl
-  - jinja2
-  - pyarrow=2
-  - pytables
-  - python-dateutil
-  - pytz
-  - s3fs>=0.4.0
-  - scipy
-  - xlrd
-  - xlsxwriter
-  - xlwt
-  - zstandard
diff --git a/ci/deps/azure-windows-39.yaml b/ci/deps/azure-windows-39.yaml
deleted file mode 100644
index 6f820b1c2aedb..0000000000000
--- a/ci/deps/azure-windows-39.yaml
+++ /dev/null
@@ -1,40 +0,0 @@
-name: pandas-dev
-channels:
-  - conda-forge
-  - defaults
-dependencies:
-  - python=3.9
-
-  # tools
-  - cython>=0.29.24
-  - pytest>=6.0
-  - pytest-xdist>=1.31
-  - hypothesis>=5.5.3
-  - pytest-azurepipelines
-
-  # pandas dependencies
-  - beautifulsoup4
-  - bottleneck
-  - fsspec>=0.8.0
-  - gcsfs
-  - html5lib
-  - jinja2
-  - lxml
-  - matplotlib
-  - numba
-  - numexpr
-  - numpy
-  - openpyxl
-  - pyarrow=6
-  - pytables
-  - python-dateutil
-  - pytz
-  - s3fs>=0.4.2
-  - scipy
-  - sqlalchemy
-  - xlrd
-  - xlsxwriter
-  - xlwt
-  - pyreadstat
-  - pyxlsb
-  - zstandard
diff --git a/ci/run_tests.sh b/ci/run_tests.sh
index 020a3ed7f265c..786bb0c6b6150 100755
--- a/ci/run_tests.sh
+++ b/ci/run_tests.sh
@@ -24,18 +24,14 @@ if [[ $(uname) == "Linux" && -z $DISPLAY ]]; then
     XVFB="xvfb-run "
 fi
 
-PYTEST_CMD="${XVFB}pytest -r fEs -m \"$PATTERN\" -n $PYTEST_WORKERS --dist=loadfile $TEST_ARGS $COVERAGE $PYTEST_TARGET"
-
-if [[ $(uname) != "Linux"  && $(uname) != "Darwin" ]]; then
-    PYTEST_CMD="$PYTEST_CMD --ignore=pandas/tests/plotting/"
-fi
+PYTEST_CMD="${XVFB}pytest -v -r fEs -m \"$PATTERN\" -n $PYTEST_WORKERS --dist=loadfile $TEST_ARGS $COVERAGE $PYTEST_TARGET"
 
 echo $PYTEST_CMD
 sh -c "$PYTEST_CMD"
 
 if [[ "$PANDAS_DATA_MANAGER" != "array" ]]; then
     # The ArrayManager tests should have already been run by PYTEST_CMD if PANDAS_DATA_MANAGER was already set to array
-    PYTEST_AM_CMD="PANDAS_DATA_MANAGER=array pytest -m \"$PATTERN and arraymanager\" -n $PYTEST_WORKERS  --dist=loadfile $TEST_ARGS $COVERAGE pandas"
+    PYTEST_AM_CMD="PANDAS_DATA_MANAGER=array pytest -v -m \"$PATTERN and arraymanager\" -n $PYTEST_WORKERS  --dist=loadfile $TEST_ARGS $COVERAGE pandas"
 
     echo $PYTEST_AM_CMD
     sh -c "$PYTEST_AM_CMD"
diff --git a/pandas/tests/io/test_common.py b/pandas/tests/io/test_common.py
index adf4f32837acf..844eb5521208a 100644
--- a/pandas/tests/io/test_common.py
+++ b/pandas/tests/io/test_common.py
@@ -236,10 +236,13 @@ def test_write_missing_parent_directory(self, method, module, error_class, fn_ex
 
         path = os.path.join(HERE, "data", "missing_folder", "does_not_exist." + fn_ext)
 
-        with pytest.raises(
-            error_class,
-            match=r"Cannot save file into a non-existent directory: .*missing_folder",
-        ):
+        msg = "|".join(
+            [
+                r"\[Errno 2\] No such",
+                "Cannot save file into a non-existent directory: .*missing_folder",
+            ]
+        )
+        with pytest.raises(error_class, match=msg):
             method(dummy_frame, path)
 
     @pytest.mark.parametrize(
diff --git a/pandas/tests/io/test_fsspec.py b/pandas/tests/io/test_fsspec.py
index f1040c0bd30f2..c3f2a0c176b78 100644
--- a/pandas/tests/io/test_fsspec.py
+++ b/pandas/tests/io/test_fsspec.py
@@ -3,6 +3,7 @@
 import numpy as np
 import pytest
 
+from pandas.compat import is_platform_mac
 from pandas.compat._optional import VERSIONS
 
 from pandas import (
@@ -161,6 +162,14 @@ def test_to_parquet_new_file(monkeypatch, cleared_fs):
 
 
 @td.skip_if_no("pyarrow", min_version="2")
+@pytest.mark.xfail(
+    is_platform_mac(),
+    reason="Incorrect build can lead to "
+    "dlopen(.../pyarrow/_parquet.cpython-39-darwin.so, 2): "
+    "Library not loaded: @rpath/libssl.1.1.dylib",
+    raises=ImportError,
+    strict=False,
+)
 def test_arrowparquet_options(fsspectest):
     """Regression test for writing to a not-yet-existent GCS Parquet file."""
     df = DataFrame({"a": [0]})
diff --git a/pandas/tests/io/test_parquet.py b/pandas/tests/io/test_parquet.py
index b57923093e3e8..cbf390947d0ec 100644
--- a/pandas/tests/io/test_parquet.py
+++ b/pandas/tests/io/test_parquet.py
@@ -3,6 +3,7 @@
 from io import BytesIO
 import os
 import pathlib
+import sys
 from warnings import (
     catch_warnings,
     filterwarnings,
@@ -13,7 +14,10 @@
 
 from pandas._config import get_option
 
-from pandas.compat import is_platform_windows
+from pandas.compat import (
+    is_platform_mac,
+    is_platform_windows,
+)
 from pandas.compat.pyarrow import (
     pa_version_under2p0,
     pa_version_under5p0,
@@ -54,9 +58,17 @@
     _HAVE_FASTPARQUET = False
 
 
-pytestmark = pytest.mark.filterwarnings(
-    "ignore:RangeIndex.* is deprecated:DeprecationWarning"
-)
+pytestmark = [
+    pytest.mark.filterwarnings("ignore:RangeIndex.* is deprecated:DeprecationWarning"),
+    pytest.mark.xfail(
+        is_platform_mac(),
+        reason="Incorrect build can lead to "
+        "dlopen(.../pyarrow/_parquet.cpython-39-darwin.so, 2): "
+        "Library not loaded: @rpath/libssl.1.1.dylib",
+        raises=ImportError,
+        strict=False,
+    ),
+]
 
 
 # TODO(ArrayManager) fastparquet relies on BlockManager internals
@@ -171,6 +183,7 @@ def check_round_trip(
     check_names=True,
     check_like=False,
     check_dtype=True,
+    check_index_type="equiv",
     repeat=2,
 ):
     """Verify parquet serializer and deserializer produce the same results.
@@ -217,6 +230,7 @@ def compare(repeat):
                 check_names=check_names,
                 check_like=check_like,
                 check_dtype=check_dtype,
+                check_index_type=check_index_type,
             )
 
     if path is None:
@@ -836,6 +850,11 @@ def test_s3_roundtrip_for_dir(
         )
 
     @td.skip_if_no("pyarrow")
+    @pytest.mark.xfail(
+        is_platform_mac() and sys.version_info[:2] == (3, 9),
+        raises=TypeError,
+        reason="expected str, bytes or os.PathLike object, not BytesIO",
+    )
     def test_read_file_like_obj_support(self, df_compat):
         buffer = BytesIO()
         df_compat.to_parquet(buffer)
@@ -947,6 +966,7 @@ def test_timezone_aware_index(self, request, pa, timezone_aware_date_list):
         if (
             not pa_version_under2p0
             and timezone_aware_date_list.tzinfo != datetime.timezone.utc
+            and not is_platform_windows()
         ):
             request.node.add_marker(
                 pytest.mark.xfail(
@@ -958,7 +978,7 @@ def test_timezone_aware_index(self, request, pa, timezone_aware_date_list):
         df = pd.DataFrame(index=idx, data={"index_as_col": idx})
 
         # see gh-36004
-        # compare time(zone) values only, skip their class:
+        # compare time(zone) values only, skip their class in the values and index:
         # pyarrow always creates fixed offset timezones using pytz.FixedOffset()
         # even if it was datetime.timezone() originally
         #
@@ -966,7 +986,7 @@ def test_timezone_aware_index(self, request, pa, timezone_aware_date_list):
         # they both implement datetime.tzinfo
         # they both wrap datetime.timedelta()
         # this use-case sets the resolution to 1 minute
-        check_round_trip(df, pa, check_dtype=False)
+        check_round_trip(df, pa, check_dtype=False, check_index_type=False)
 
     @td.skip_if_no("pyarrow", min_version="1.0.0")
     def test_filter_row_groups(self, pa):