TST: split up test_concat.py #37243 - follows up
* created test_datetime.py and
  split datetime/timezone/period related tests

- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] passes `black pandas`
- [ ] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

This is first part, I have to create also test_categorical, test_empty, test_invalid, test_sort. I have 3 classes, TestDatetimeConcat, TestTimezoneConcat and TestPeriodConcat, leaving here TestPeriodConcat is probably best decision, because it have only 50 lines. I wasn't able to find more functions to put into it. thanks @laffite56 

yep this looks good, keep em coming. (you an break out period is ok too)