Backport PR #37256 on branch 1.1.x (BUG: with integer column labels, .info() throws KeyError )
Backport PR #37256: BUG: with integer column labels, .info() throws KeyError 
/azp run <samp>
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</samp> Linux py36_minimum_versions failure unrelated

<details>

```
2020-10-21T10:37:57.4213645Z =================================== FAILURES ===================================
2020-10-21T10:37:57.4214137Z ________________________ test_on_offset_implementations ________________________
2020-10-21T10:37:57.4215518Z [gw0] linux -- Python 3.6.1 /home/vsts/miniconda3/envs/pandas-dev/bin/python
2020-10-21T10:37:57.4215948Z 
2020-10-21T10:37:57.4216377Z     @given(gen_random_datetime, gen_yqm_offset)
2020-10-21T10:37:57.4216888Z >   def test_on_offset_implementations(dt, offset):
2020-10-21T10:37:57.4217203Z 
2020-10-21T10:37:57.4217544Z pandas/tests/tseries/offsets/test_offsets_properties.py:88: 
2020-10-21T10:37:57.4218081Z _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 
2020-10-21T10:37:57.4218614Z pandas/tests/tseries/offsets/test_offsets_properties.py:93: in test_on_offset_implementations
2020-10-21T10:37:57.4219391Z     compare = (dt + offset) - offset
2020-10-21T10:37:57.4219888Z pandas/_libs/tslibs/offsets.pyx:422: in pandas._libs.tslibs.offsets.BaseOffset.__add__
2020-10-21T10:37:57.4220792Z     return other.__add__(self)
2020-10-21T10:37:57.4221568Z pandas/_libs/tslibs/offsets.pyx:424: in pandas._libs.tslibs.offsets.BaseOffset.__add__
2020-10-21T10:37:57.4222054Z     return self.apply(other)
2020-10-21T10:37:57.4222495Z pandas/_libs/tslibs/offsets.pyx:172: in pandas._libs.tslibs.offsets.apply_wraps.wrapper
2020-10-21T10:37:57.4222979Z     result = result.tz_localize(tz)
2020-10-21T10:37:57.4223434Z pandas/_libs/tslibs/timestamps.pyx:1317: in pandas._libs.tslibs.timestamps.Timestamp.tz_localize
2020-10-21T10:37:57.4223933Z     value = tz_localize_to_utc_single(self.value, tz,
2020-10-21T10:37:57.4224496Z pandas/_libs/tslibs/tzconversion.pyx:63: in pandas._libs.tslibs.tzconversion.tz_localize_to_utc_single
2020-10-21T10:37:57.4225299Z     return tz_localize_to_utc(
2020-10-21T10:37:57.4225796Z _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 
2020-10-21T10:37:57.4226134Z 
2020-10-21T10:37:57.4226581Z >   raise pytz.NonExistentTimeError(stamp)
2020-10-21T10:37:57.4250313Z E   pytz.exceptions.NonExistentTimeError: 1903-03-01 00:00:00
2020-10-21T10:37:57.4250892Z 
2020-10-21T10:37:57.4251384Z pandas/_libs/tslibs/tzconversion.pyx:319: NonExistentTimeError
2020-10-21T10:37:57.4252488Z ---------------------------------- Hypothesis ----------------------------------
2020-10-21T10:37:57.4253270Z Falsifying example: test_on_offset_implementations(
2020-10-21T10:37:57.4254468Z     dt=datetime.datetime(1900, 1, 1, 0, 0, tzinfo=tzfile('/usr/share/zoneinfo/Africa/Maseru')),
2020-10-21T10:37:57.4255030Z     offset=<38 * MonthBegins>,
2020-10-21T10:37:57.4255323Z )
2020-10-21T10:37:57.4255533Z 
2020-10-21T10:37:57.4256378Z You can reproduce this example by temporarily adding @reproduce_failure('5.37.4', b'AAEAfgAAAAAAAAAAAAAmAA==') as a decorator on your test case
```

</details>
