Clean up construction of Series with dictionary and datetime index
 - [X] closes #14894
 - [X] tests added / passed
 - [X] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew entry

Fix usage of fast_multiget with index which was always throwing an exception that was then caught; add ASV that show slight improvement
Thx for the PR! can u paste the vbench result? lgtm. pls add a whatsnew in 0.19.2 (perf section). asv continuous -f 1.1 upstream/master HEAD -b series_methods.series_constructor_dict_data_datetime_index
· Creating environments
· Discovering benchmarks
·· Uninstalling from conda-py2.7-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt
·· Installing into conda-py2.7-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt..
· Running 2 total benchmarks (2 commits * 1 environments * 1 benchmarks)
[  0.00%] · For pandas commit hash 5f05fdcf:
[  0.00%] ·· Building for conda-py2.7-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt..
[  0.00%] ·· Benchmarking conda-py2.7-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt
[ 50.00%] ··· Running ...x.time_series_constructor_no_data_datetime_index      3.21s
[ 50.00%] · For pandas commit hash 3ba2cff9:
[ 50.00%] ·· Building for conda-py2.7-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt..
[ 50.00%] ·· Benchmarking conda-py2.7-Cython-matplotlib-numexpr-numpy-openpyxl-pytables-scipy-sqlalchemy-xlrd-xlsxwriter-xlwt
[100.00%] ··· Running ...x.time_series_constructor_no_data_datetime_index      3.78s    before     after       ratio
  [3ba2cff9] [5f05fdcf]
-     3.78s      3.21s      0.85  series_methods.series_constructor_dict_data_datetime_index.time_series_constructor_no_data_datetime_index

SOME BENCHMARKS HAVE CHANGED SIGNIFICANTLY. ## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/14895?src=pr) is 85.31% (diff: 100%)
> Merging [#14895](https://codecov.io/gh/pandas-dev/pandas/pull/14895?src=pr) into [master](https://codecov.io/gh/pandas-dev/pandas/branch/master?src=pr) will increase coverage by **<.01%**

```diff
@@             master     #14895   diff @@
==========================================
  Files           144        144          
  Lines         51016      51015     -1   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
  Hits          43522      43522          
+ Misses         7494       7493     -1   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [3ba2cff...56be091](https://codecov.io/gh/pandas-dev/pandas/compare/3ba2cff9c55cd16b172f9feb09da551990753f3b...56be091356c9df8e42cb25d313b1f28e2c01f1dc?src=pr) thanks! (I adjusted the asv slightly)