DEP: df.insert not showing warning for allow_dups and timezoneaware and naive indexing
cc @jbrockmendel 

This ensures that the warning is raised also for allow_duplicates.

Additional question:

Should this:

```
index = pd.date_range("1/1/2013", "1/2/2013")
index.insert(0, Timestamp("2012-12-30", tz="UTC"))
```

raise the warning?
> Should this: [inserting tzaware Timestamp into tznaive DTI] raise the warning?

No.  It's behavior is not going to change. In this case we could try avoiding the warning for insert completly, because its only raised because of column in self.columns and not because of the actual insert operation failures i think are legit on https://github.com/pandas-dev/pandas/runs/4315745835?check_suite_focus=true This pull request is stale because it has been open for thirty days with no activity. Please update or respond to this comment if you're still interested in working on this. if you can rebase @phofl  Thanks for the PR, but it appears to have gone stale. Feel free to reopen if you have time to revisit. 