BUG/API: tighter checks on DTI/TDI.equals
- [x] closes #33531
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

Also fixes `TimedeltaIndex(Categorical(tdi))` (which DatetimeIndex already gets right)
ci / checks are failing mypy complaints fixed; unrelated windows+plotting failure