DEPR: DatetimeIndex.union with mixed timezones
- [x] closes #39328
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

is this user facing anywhere aside from a direct index .union op? e.g. does this bubble to a concat? > is this user facing anywhere aside from a direct index .union op? e.g. does this bubble to a concat?

not concat, _might_ be used in merge, will look into this confirmed that merge is not affected (though we dont have any tests for this case with DTI, so ill add some in a separate PR) thanks @jbrockmendel 