TST: DataFrame.interpolate(axis='columns') throws exception while DataFrame.interpolate(axis=1) not (#25190)
Make sure that DataFrame.interpolate allows setting having "columns" or "index" as the `axis` argument.

I included the `whatsnew` entry as well. However, since the bug was already fixed in v1.0.0, it might be reasonable to just drop it. I leave it to the reviewer's discretion, that's why I've put it in a separate commit.

- [x] closes #25190
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

@YagoGG : Changes look good, but it seems we have some unrelated test failures just as in https://github.com/pandas-dev/pandas/pull/31566. @YagoGG can you rebase @jbrockmendel done! Hey @gfyoung / @jbrockmendel! Just a friendly reminder of this. Please let me know if you need further changes before merging.

Thanks! @YagoGG can you fix merge conflicts and address comments? can you merge master and update to comments @YagoGG closing as stale. ping if you want to continue. > can you merge master and update to comments

opened a new pull request #34132, wasn't able to push here.