BUG: date_range doesn't propagate ambigous=False to tz_localize
- [x] closes #35297 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry
@mroeschke Getting an error in the doctests that I think is unrelated to this PR:
```
=================================== FAILURES ===================================
__________________ [doctest] pandas.core.frame.DataFrame.info __________________
2593             Data columns (total 3 columns):
2594              #   Column    Non-Null Count    Dtype
2595             ---  ------    --------------    -----
2596              0   column_1  1000000 non-null  object
2597              1   column_2  1000000 non-null  object
2598              2   column_3  1000000 non-null  object
2599             dtypes: object(3)
2600             memory usage: 22.9+ MB
2601 
2602             >>> df.info(memory_usage='deep')
Differences (unified diff with -expected +actual):
    @@ -2,9 +2,9 @@
     RangeIndex: 1000000 entries, 0 to 999999
     Data columns (total 3 columns):
    - #   Column    Non-Null Count    Dtype
    ----  ------    --------------    -----
    + #   Column    Non-Null Count    Dtype 
    +---  ------    --------------    ----- 
      0   column_1  1000000 non-null  object
      1   column_2  1000000 non-null  object
      2   column_3  1000000 non-null  object
     dtypes: object(3)
    -memory usage: 188.8 MB
    +memory usage: 165.9 MB
```
I merged with master just now so I don't think it's because this branch is out-of-date No worries, looks unrelated to this PR

Actually sorry, could you move the creation of the 1.2.0 whatsnew doc to a separate PR? Would make this PR cleaner. Thanks @arw2019 