def insert(self, loc, item):
        _self = np.asarray(self)
        item = self._coerce_scalar_to_index(item)._values

        idx = np.concatenate((_self[:loc], item, _self[loc:]))
        return self._shallow_copy_with_infer(idx)
Make new Index inserting new item at location. Follows
dataset/ETHPy150Open pydata/pandas/pandas/indexes/base.py/Index.insert