BUG: Raise ParserWarning when on_bad_lines is callable and index_col is set (GH#61882)
This PR fixes issue #61882. It raises a `ParserWarning` when `on_bad_lines` is a callable and `index_col` is set, since this combination can lead to unexpected behavior.

A test was added in `test_read_csv_warn.py` to ensure the warning is raised appropriately.

- [x] closes #61882
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests)
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions.
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature.

Hi, this PR fixes Issue #[61882]. All pre-commit checks pass locally. The CI failures appear unrelated to this change (macOS/Windows builds, Numpy dev, etc.). Please let me know if anything else is needed.

 @AbhijitPatill The PR includes over 5,000 file changes — could you double-check if the branch was created from main correctly?

Also, I suggest waiting for confirmation from a core member before opening a PR for any issue. > This PR fixes issue #61882.

that is a merged PR relating to datetime. What's the issue with csv parsing?