BUG: Allow custom error values in parse_dates argument of read_sql like functions (GH35185)
- [x] closes #35185 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

@jreback could you have another look? @avinashpancham ok this is good. Can you do a followon PR (or open an issue to do so), that adds examples to the `read_sql` doc-string. e.g. using a passed dict like this (but since there are NO examples would be good to have some general examples using the various options). Sure, will create a follow on PR to add some examples in the docstring. Thanks @avinashpancham 