TST: Add test_factorize_mixed_values
- [x] closes #19721

It has mentioned some different values for `factorize`. This is the list:
```python
pd.factorize(pd.Categorical(['a', 'a', 'c']))
pd.factorize(pd.Index(pd.Categorical(['a', 'a', 'b'])))
pd.factorize(pd.Series(pd.DatetimeIndex(['2017', '2017'], tz='US/Eastern')))
pd.factorize(pd.Series(pd.Categorical(['a', 'a', 'b'])))
```

For `pd.factorize(pd.Categorical(['a', 'a', 'c']))`, it has been test via [REF/BUG/API: factorizing categorical data](https://github.com/pandas-dev/pandas/pull/19938/files#top) in [pandas/tests/categorical/test_algos.py](https://github.com/pandas-dev/pandas/pull/19938/files#diff-64e79f37f13774c4c44e99497ba9fbdf7b5e459cc4931d95288c1b2eccff4475).

The rest are added here.
Thanks @luke396! Happy to see these unit testing issues getting addressed 