API/BUG: DatetimeIndex correctly localizes integer data 
closes #20997 
closes #20964
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

I did a little refactoring of `Datetime.__new__` that converts passed data but made it easier to fix this issue. I had to modify some methods (join, normalize, delete, insert) and tests that weren't assuming integer data weren't epoch timestamps.
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21216?src=pr&el=h1) Report
> Merging [#21216](https://codecov.io/gh/pandas-dev/pandas/pull/21216?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/b5fc76954963e30b7d7dd4c30ed7363568fd01ee?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/21216/graphs/tree.svg?height=150&width=650&token=eZ4WkYLtcO&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/21216?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #21216      +/-   ##
==========================================
- Coverage    91.9%   91.89%   -0.01%     
==========================================
  Files         153      153              
  Lines       49606    49597       -9     
==========================================
- Hits        45589    45579      -10     
- Misses       4017     4018       +1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.29% <100%> (-0.01%)` | :arrow_down: |
| #single | `41.88% <76%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/21216?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/base.py](https://codecov.io/gh/pandas-dev/pandas/pull/21216/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9iYXNlLnB5) | `96.62% <100%> (ø)` | :arrow_up: |
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/21216/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `95.66% <100%> (-0.14%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21216?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/21216?src=pr&el=footer). Last update [b5fc769...dc7e5c0](https://codecov.io/gh/pandas-dev/pandas/pull/21216?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 Thanks @jreback. Moved the whatsnew to v0.24, added some additional logic to get `astype` working. It doesn't appear to fix any of the other reported timezone issues.  looks good. @jschendel @WillAyd if you can have a look if any comments. thanks @mroeschke 