BUG: DataFrame.diff(axis=0) with DatetimeTZ data
- [x] closes #18578
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Unfortunately, `DataFrame.diff` doesn't work correctly with axis=1; it returns values like so after this patch:

```
In [2]:         df = DataFrame({0: date_range('2010', freq='D', periods=2, tz='utc'),
   ...:                         1: date_range('2010', freq='D', periods=2, tz='utc')})
   ...:

In [3]: df.diff(axis=1)
Out[3]:
       0      1
0    NaT    NaT
1    NaT    NaT
```

I believe this is because `diff` is implemented by iterating over the 2 DatetimeTZBlocks (via `BlockManager.apply`, but `diff` needs data from both blocks at once. (Is it possible to consolidate 2 DatetimeTZBlocks?) I made this raise a `NotImplimentedError` for now. 
# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19773?src=pr&el=h1) Report
> Merging [#19773](https://codecov.io/gh/pandas-dev/pandas/pull/19773?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/52559f535788b3c59c6c78d2cf987b03303b16f6?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/19773/graphs/tree.svg?height=150&width=650&token=eZ4WkYLtcO&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/19773?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #19773      +/-   ##
==========================================
+ Coverage   91.66%   91.66%   +<.01%     
==========================================
  Files         150      150              
  Lines       49027    49033       +6     
==========================================
+ Hits        44940    44946       +6     
  Misses       4087     4087
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.04% <100%> (ø)` | :arrow_up: |
| #single | `41.83% <16.66%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/19773?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/internals.py](https://codecov.io/gh/pandas-dev/pandas/pull/19773/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW50ZXJuYWxzLnB5) | `95.54% <100%> (ø)` | :arrow_up: |

------

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> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/19773?src=pr&el=footer). Last update [52559f5...c77f5aa](https://codecov.io/gh/pandas-dev/pandas/pull/19773?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 I moved diff to it's own function in `DatetimeTZBlock`. I am not to familiar with this section of the codebase (I believe I should be returning a `TimedeltaBlock` but I am not familiar with what should be passed to `placement`), so a test I added is going to fail. 

`df.shift(axis=1)` for datetimetz data wasn't working correctly as well, so I am raising a `NotImplementedError` for now. Any insight on the use of `placement` when constructing a new `Timedelta` block from the result would be much appreciated @jreback. 

I am currently failing the check, `len(self.mgr_locs) != len(self.values)`, when constructing a new block. I am passing in the same `mgr_locs` from the prior frame (where the data was datetimetz data), but I am not sure if that's entirely correct if the new frame should have a `Timedelta` block. > I am currently failing the check, len(self.mgr_locs) != len(self.values), when constructing a new block.

I think the issue is that `DatetimeTZBlock` inherits NonConsolidatableMixin,  while `TimedeltaBlock` doesn't, so a couple of checks are no longer skipped.

Does returning `TimeDeltaBlock(new_values, slice(len(new_values)))` work? Thanks @TomAugspurger; I was able to get the block placement to work when passing the slice from `self.mgr_locs.indexer` Split test for axis=1 and axis=0, added docstring.

All green.  thanks!