diff --git a/pandas/_testing/__init__.py b/pandas/_testing/__init__.py
index 1035fd08a1a36..c15e597558221 100644
--- a/pandas/_testing/__init__.py
+++ b/pandas/_testing/__init__.py
@@ -459,7 +459,8 @@ def all_timeseries_index_generator(k: int = 10) -> Iterable[Index]:
 def make_rand_series(name=None, dtype=np.float64) -> Series:
     index = makeStringIndex(_N)
     data = np.random.randn(_N)
-    data = data.astype(dtype, copy=False)
+    with np.errstate(invalid="ignore"):
+        data = data.astype(dtype, copy=False)
     return Series(data, index=index, name=name)
 
 
diff --git a/pandas/core/dtypes/cast.py b/pandas/core/dtypes/cast.py
index f543efe20bf3c..21e04bc1badf3 100644
--- a/pandas/core/dtypes/cast.py
+++ b/pandas/core/dtypes/cast.py
@@ -1975,7 +1975,10 @@ def np_can_hold_element(dtype: np.dtype, element: Any) -> Any:
             if tipo.kind not in ["i", "u"]:
                 if isinstance(element, np.ndarray) and element.dtype.kind == "f":
                     # If all can be losslessly cast to integers, then we can hold them
-                    casted = element.astype(dtype)
+                    with np.errstate(invalid="ignore"):
+                        # We check afterwards if cast was losslessly, so no need to show
+                        # the warning
+                        casted = element.astype(dtype)
                     comp = casted == element
                     if comp.all():
                         # Return the casted values bc they can be passed to
diff --git a/pandas/core/indexing.py b/pandas/core/indexing.py
index d415cbd035cd1..09737901cbbc6 100644
--- a/pandas/core/indexing.py
+++ b/pandas/core/indexing.py
@@ -1990,21 +1990,17 @@ def _setitem_single_column(self, loc: int, value, plane_indexer) -> None:
             self.obj._clear_item_cache()
             return
 
+        self.obj._iset_item(loc, value)
+
         # We will not operate in-place, but will attempt to in the future.
         #  To determine whether we need to issue a FutureWarning, see if the
         #  setting in-place would work, i.e. behavior will change.
-        if isinstance(value, ABCSeries):
-            warn = can_hold_element(orig_values, value._values)
-        else:
-            warn = can_hold_element(orig_values, value)
 
-        # Don't issue the warning yet, as we can still trim a few cases where
-        #  behavior will not change.
-
-        self.obj._iset_item(loc, value)
+        new_values = self.obj._get_column_array(loc)
 
-        if warn:
-            new_values = self.obj._get_column_array(loc)
+        if can_hold_element(orig_values, new_values):
+            # Don't issue the warning yet, as we can still trim a few cases where
+            #  behavior will not change.
 
             if (
                 isinstance(new_values, np.ndarray)
diff --git a/pandas/tests/frame/indexing/test_indexing.py b/pandas/tests/frame/indexing/test_indexing.py
index 65ac5e2c2bd1e..7f84d8a367eac 100644
--- a/pandas/tests/frame/indexing/test_indexing.py
+++ b/pandas/tests/frame/indexing/test_indexing.py
@@ -1326,7 +1326,8 @@ def test_loc_expand_empty_frame_keep_midx_names(self):
     def test_loc_setitem_rhs_frame(self, idxr, val):
         # GH#47578
         df = DataFrame({"a": [1, 2]})
-        df.loc[:, "a"] = DataFrame({"a": [val, 11]}, index=[1, 2])
+        with tm.assert_produces_warning(None):
+            df.loc[:, idxr] = DataFrame({"a": [val, 11]}, index=[1, 2])
         expected = DataFrame({"a": [np.nan, val]})
         tm.assert_frame_equal(df, expected)
 
diff --git a/pandas/tests/frame/methods/test_diff.py b/pandas/tests/frame/methods/test_diff.py
index fc804836f9a9b..9a9fea3462752 100644
--- a/pandas/tests/frame/methods/test_diff.py
+++ b/pandas/tests/frame/methods/test_diff.py
@@ -82,7 +82,7 @@ def test_diff_datetime_axis0_with_nat(self, tz):
         expected = Series(ex_index).to_frame()
         tm.assert_frame_equal(result, expected)
 
-    @pytest.mark.parametrize("tz", [None, "UTC"])
+    @pytest.mark.parametrize("tz", [pytest.param(None, marks=pytest.mark.xfail), "UTC"])
     def test_diff_datetime_with_nat_zero_periods(self, tz):
         # diff on NaT values should give NaT, not timedelta64(0)
         dti = date_range("2016-01-01", periods=4, tz=tz)
@@ -91,8 +91,7 @@ def test_diff_datetime_with_nat_zero_periods(self, tz):
 
         df[1] = ser.copy()
 
-        msg = "will attempt to set the values inplace instead"
-        with tm.assert_produces_warning(FutureWarning, match=msg):
+        with tm.assert_produces_warning(None):
             df.iloc[:, 0] = pd.NaT
 
         expected = df - df
diff --git a/pandas/tests/frame/test_nonunique_indexes.py b/pandas/tests/frame/test_nonunique_indexes.py
index cd6397b053803..2c28800fb181f 100644
--- a/pandas/tests/frame/test_nonunique_indexes.py
+++ b/pandas/tests/frame/test_nonunique_indexes.py
@@ -1,6 +1,8 @@
 import numpy as np
 import pytest
 
+from pandas.compat import is_platform_windows
+
 import pandas as pd
 from pandas import (
     DataFrame,
@@ -320,7 +322,9 @@ def test_dup_columns_across_dtype(self):
 
     def test_set_value_by_index(self, using_array_manager):
         # See gh-12344
-        warn = FutureWarning if using_array_manager else None
+        warn = (
+            FutureWarning if using_array_manager and not is_platform_windows() else None
+        )
         msg = "will attempt to set the values inplace"
 
         df = DataFrame(np.arange(9).reshape(3, 3).T)