SAS chunksize / iteration issues
closes #14734
closes #13654
 - [X] tests added / passed
 - [X] passes ``git diff upstream/master | flake8 --diff``
 - [x] whatsnew entry


pls add to the whatsnew. ping when ready / green. Question: this is not a problem in the xport reader? If so, is there a test that confirms this? It works there but I added a few tests. @kshedden Thanks. You can move the whatsnew notice to the 0.19.2 file
 ## [Current coverage](https://codecov.io/gh/pandas-dev/pandas/pull/14743?src=pr) is 85.22% (diff: 0.00%)
> Merging [#14743](https://codecov.io/gh/pandas-dev/pandas/pull/14743?src=pr) into [master](https://codecov.io/gh/pandas-dev/pandas/branch/master?src=pr) will increase coverage by **<.01%**

```diff
@@             master     #14743   diff @@
==========================================
  Files           143        143          
  Lines         50807      50857    +50   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          43297      43344    +47   
- Misses         7510       7513     +3   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [d8e427b...28d4038](https://codecov.io/gh/pandas-dev/pandas/compare/d8e427bda07fc350dfa327df43b790697e733747...28d4038c3330332da2d3631214d26aa93c98d636?src=pr) @kshedden Thanks for the quick fix!