ENH: Support times with timezones in at_time
- [x] closes #24043
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

# [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25280?src=pr&el=h1) Report
> Merging [#25280](https://codecov.io/gh/pandas-dev/pandas/pull/25280?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/3ab9318f2c0806a7fd38d4b4dc47bf6c3803c1e7?src=pr&el=desc) will **decrease** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25280/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25280?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25280      +/-   ##
==========================================
- Coverage   91.72%   91.72%   -0.01%     
==========================================
  Files         173      173              
  Lines       52831    52834       +3     
==========================================
+ Hits        48458    48460       +2     
- Misses       4373     4374       +1
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.28% <100%> (ø)` | :arrow_up: |
| #single | `41.72% <0%> (ø)` | :arrow_up: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25280?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/25280/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `96.29% <100%> (+0.01%)` | :arrow_up: |
| [pandas/util/testing.py](https://codecov.io/gh/pandas-dev/pandas/pull/25280/diff?src=pr&el=tree#diff-cGFuZGFzL3V0aWwvdGVzdGluZy5weQ==) | `87.57% <0%> (-0.1%)` | :arrow_down: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25280?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25280?src=pr&el=footer). Last update [3ab9318...9cb9f75](https://codecov.io/gh/pandas-dev/pandas/pull/25280?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 # [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25280?src=pr&el=h1) Report
> Merging [#25280](https://codecov.io/gh/pandas-dev/pandas/pull/25280?src=pr&el=desc) into [master](https://codecov.io/gh/pandas-dev/pandas/commit/83fe6ca422ecc35f311897abedadcc492b2a0777?src=pr&el=desc) will **increase** coverage by `<.01%`.
> The diff coverage is `100%`.

[![Impacted file tree graph](https://codecov.io/gh/pandas-dev/pandas/pull/25280/graphs/tree.svg?width=650&token=eZ4WkYLtcO&height=150&src=pr)](https://codecov.io/gh/pandas-dev/pandas/pull/25280?src=pr&el=tree)

```diff
@@            Coverage Diff             @@
##           master   #25280      +/-   ##
==========================================
+ Coverage   91.72%   91.72%   +<.01%     
==========================================
  Files         173      173              
  Lines       52831    52834       +3     
==========================================
+ Hits        48457    48460       +3     
  Misses       4374     4374
```

| Flag | Coverage Δ | |
|---|---|---|
| #multiple | `90.28% <100%> (ø)` | :arrow_up: |
| #single | `41.72% <0%> (-0.01%)` | :arrow_down: |

| [Impacted Files](https://codecov.io/gh/pandas-dev/pandas/pull/25280?src=pr&el=tree) | Coverage Δ | |
|---|---|---|
| [pandas/core/indexes/datetimes.py](https://codecov.io/gh/pandas-dev/pandas/pull/25280/diff?src=pr&el=tree#diff-cGFuZGFzL2NvcmUvaW5kZXhlcy9kYXRldGltZXMucHk=) | `96.29% <100%> (+0.01%)` | :arrow_up: |

------

[Continue to review full report at Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25280?src=pr&el=continue).
> **Legend** - [Click here to learn more](https://docs.codecov.io/docs/codecov-delta)
> `Δ = absolute <relative> (impact)`, `ø = not affected`, `? = missing data`
> Powered by [Codecov](https://codecov.io/gh/pandas-dev/pandas/pull/25280?src=pr&el=footer). Last update [83fe6ca...21475b1](https://codecov.io/gh/pandas-dev/pandas/pull/25280?src=pr&el=lastupdated). Read the [comment docs](https://docs.codecov.io/docs/pull-request-comments).
 thanks @mroeschke 