REF/TST: collect reindex tests
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

azure didn't run here for some reason as well cool merge on green-ish failures are due to pyarrow upgrade (currently troubleshooting locally).  greenish