CLN: Split/parameterize test_to_datetime
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them

* Split long tests
* Parameterize tests where available

thanks @mroeschke 

OT: what's up with the codecov? > thanks @mroeschke
> 
> OT: what's up with the codecov?

Might have been related to https://status.codecov.com/incidents/vw0dlln5qc35?u=qz2dsxbwb12g?