BUG: Slicing DatetimeIndex with strings containing microseconds raising KeyError
- [x] closes #33589
- [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 there a reason not supporting milliseconds resolution when supporting microseconds?
hmm this is oddly failing the 3.9 build can you merge master and let's see Probably unrelated, this occurs every now and then. Merged master thanks @phofl 