REF: implement tests/indexes/objects/
Many of the tests in test_base are about `Index.__new__` cases that return a subclass.  This is intended specifically for Index-only tests.
Does the "objects" mean "object dtype" or Index "objects" ? > Does the "objects" mean "object dtype" or Index "objects" ?

Good question, im open to a better name.  The idea here is for tests specific to the base Index class Maybe something like `base_index` ? great; test_base is huge!