BUG: Check for wrong arguments in index subclasses constructors
- [x] closes #19348 
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

@toobaz if you'd have a look. # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20017?src=pr&el=h1) Report
> Merging [#20017](https://codecov.io/gh/pandas-dev/pandas/pull/20017?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/52cffa3b3b2a510c30ed7f8cc8525c03d62e9130?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/20017/graphs/tree.svg?width=650&height=150&src=pr&token=eZ4WkYLtcO)](https://codecov.io/gh/pandas-dev/pandas/pull/20017?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #20017      +/-   ##
==========================================
+ Coverage   91.72%   91.72%   +<.01%     
==========================================
  Files         150      150              
  Lines       49149    49156       +7     
==========================================
+ Hits        45083    45090       +7     
  Misses       4066     4066
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.11% <100%> (ø)` | :arrow_up: |
| #single | `41.85% <92%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/20017?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/20017/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `95.64% <ø> (-0.01%)` | :arrow_down: |
| [pandas/core/indexes/multi.py](https://codecov.io/gh/pandas-dev/pandas/pull/20017/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9tdWx0aS5weQ==) | `95.06% <ø> (ø)` | :arrow_up: |
| [pandas/core/indexes/category.py](https://codecov.io/gh/pandas-dev/pandas/pull/20017/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9jYXRlZ29yeS5weQ==) | `97.31% <ø> (ø)` | :arrow_up: |
| [pandas/core/indexes/range.py](https://codecov.io/gh/pandas-dev/pandas/pull/20017/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9yYW5nZS5weQ==) | `95.7% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/period.py](https://codecov.io/gh/pandas-dev/pandas/pull/20017/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9wZXJpb2QucHk=) | `92.61% <100%> (+0.03%)` | :arrow_up: |
| [pandas/core/indexes/interval.py](https://codecov.io/gh/pandas-dev/pandas/pull/20017/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9pbnRlcnZhbC5weQ==) | `93.08% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/timedeltas.py](https://codecov.io/gh/pandas-dev/pandas/pull/20017/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy90aW1lZGVsdGFzLnB5) | `91.03% <100%> (ø)` | :arrow_up: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/20017/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `83.95% <100%> (+0.1%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20017?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/20017?src=pr&el=footer). Last update [52cffa3...d6052d5](https://codecov.io/gh/pandas-dev/pandas/pull/20017?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks @PoppyBagel 