BUG 12800 fixed inconsistent behavior of last_valid_index and first_valid_index
- [x] closes #12800
- [x] tests added / passed
- [ ] passes `git diff upstream/master | flake8 --diff`
- [ ] whatsnew entry

pls add a whatsnew note (bug fixes)
 @jreback 

I went ahead and added the whats new note and the comments in the bug.
Let me know if there is anything else I have to do and thanks!
 thanks!
