Updated the pandas.DatetimeIndex.day_name and pandas.DatetimeIndex.month_name docstring
-  closes #57111 partially
- All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).


@mroeschke not sure why the Docstring validation is failing for a particular locale. However when I tested it locally using the command,scripts/validate_docstrings.py --format=actions --errors=PR02 pandas.DatetimeIndex.month_name
it passed. Any suggestions?
 Thanks for your contribution here and sorry for not responding earlier, but it appears this issue has already been addressed so closing. Happy to have your contributions toward other open issues