COMPAT: Add Pathlib, py.path support for read_hdf
- [*] closes #xxxx
- [*] tests added / passed
- [*] passes `git diff upstream/master | flake8 --diff`
- [ ] whatsnew entry

Closes #11773

Travis-ci test JOB_NAME=27_slow_nnet_LOCALE consistently fails due to locale issue...  zh_CN.GB18030??

pls add a whatsnew note (you can put in Enhancements)
 ## [Current coverage](https://codecov.io/gh/pydata/pandas/pull/12930?src=pr) is **83.91%**

> Merging [#12930](https://codecov.io/gh/pydata/pandas/pull/12930?src=pr) into [master](https://codecov.io/gh/pydata/pandas/branch/master?src=pr) will increase coverage by **+<.01%**

``` diff
@@             master     #12930   diff @@
==========================================
  Files           136        136          
  Lines         49918      49927     +9   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          41885      41895    +10   
+ Misses         8033       8032     -1   
  Partials          0          0          
```
1. File `...das/tseries/index.py` (not in diff) was modified. [more](https://codecov.io/gh/pydata/pandas/commit/f8173edf1226abb96d980334e60b5df73f751b38/changes?src=pr#70616E6461732F747365726965732F696E6465782E7079) 
   - Misses `-1` 
   - Partials `0` 
   - Hits `+1`

> Powered by [Codecov](https://codecov.io?src=pr). Last updated by f8173ed
 Ok, updates made.  On the whatsnew item, there was already a pathlib item for read_csv down in the bugfixes section so I put the read_hdf item there.
 if you can rebase / update
 Ok, rebased.  
 @quintusdias lgtm. minor comments on docs. pls update / ping when green.
 Comments addressed
 Changes made.  
 thanks @quintusdias 
