BUG: Fix range dtype in Series/DataFrame constructor on Windows
- [X] closes #16804
- [X] tests added / passed
- [X] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [X] whatsnew entry

Had to modify a few existing tests that use `range`, as this caused them to fail due to dtypes mismatch; mostly just involved switching to `np.arange`.
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17840?src=pr&el=h1) Report
> :exclamation: No coverage uploaded for pull request base (`master@5687f9e`). [Click here to learn what that means](https://docs.codecov.io/docs/error-reference#section-missing-base-commit).
> The diff coverage is `42.85%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/17840/graphs/tree.svg?height=150&width=650&token=eZ4WkYLtcO&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/17840?src=pr&el=tree)

```diff
@@            Coverage Diff            @@
##             master   #17840   +/-   ##
=========================================
  Coverage          ?   91.22%           
=========================================
  Files             ?      163           
  Lines             ?    50112           
  Branches          ?        0           
=========================================
  Hits              ?    45713           
  Misses            ?     4399           
  Partials          ?        0
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `89.03% <42.85%> (?)` | |
| #single | `40.31% <42.85%> (?)` | |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/17840?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/series.py](https://codecov.io/gh/pandas-dev/pandas/pull/17840?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvc2VyaWVzLnB5) | `95% <100%> (ø)` | |
| [pandas/core/indexes/range.py](https://codecov.io/gh/pandas-dev/pandas/pull/17840?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9yYW5nZS5weQ==) | `95.66% <100%> (ø)` | |
| [pandas/compat/\_\_init\_\_.py](https://codecov.io/gh/pandas-dev/pandas/pull/17840?src=pr&el=tree#diff-cGFuZGFzL2NvbXBhdC9fX2luaXRfXy5weQ==) | `58.1% <14.28%> (ø)` | |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/17840?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/17840?src=pr&el=footer). Last update [5687f9e...dfa4573](https://codecov.io/gh/pandas-dev/pandas/pull/17840?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 ping @jreback : green thanks @jschendel !