TST:  Verify parsing of data with encoded special characters (16218)


- [x] closes #16218 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

@mroeschke do I need to merge master or is the PR good like this? @avinashpancham could you merge master one more time? Sorry, that this has been ignored. Hopefully our flakey CI issues have been solved Np @mroeschke, merged master and everything passes now. Thanks @avinashpancham 