[TST]: Add test for duplicate keys in concat
- [x] closes #20816
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

Added a test
Test failure seems unrelated This pull request is stale because it has been open for thirty days with no activity. Please update or respond to this comment if you're still interested in working on this. can you merge master and ping on green. @jreback green thanks!