BUG: read_excel throws generic IndexError if header argument specifies non-existent rows
- [x] I have checked that this issue has not already been reported.

It doesn't seem to be based on a search for read_excel and indexerror

- [x] I have confirmed this bug exists on the latest version of pandas.

- [ ] (optional) I have confirmed this bug exists on the master branch of pandas.

---

**Note**: Please read [this guide](https://matthewrocklin.com/blog/work/2018/02/28/minimal-bug-reports) detailing how to provide the necessary information for us to reproduce your bug.

#### Code Sample, a copy-pastable example

Given an excel file with one tab that contains the text `header` in cell A1 and nothing else:

```python
In [1]: import pandas

In [2]: pandas.read_excel("~/temp/test_pandas/headers.xlsx", header=[0, 1])
---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)

*snip - see comment below for full traceback*

    564                     if index_col is not None:

IndexError: list index out of range

```

#### Problem description

The code throws a (presumably unintended) IndexError, which is difficult to respond to as the actual cause of the error is not specified. 

#### Expected Output

A `ParserError` (or other appropriate error type) with an error message that makes the cause of the problem clear.

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : 5f648bf1706dd75a9ca0d29f26eadfbb595fe52b
python           : 3.9.6.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.15.0-154-generic
Version          : #161-Ubuntu SMP Fri Jul 30 13:04:17 UTC 2021
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.3.2
numpy            : 1.21.2
pytz             : 2021.1
dateutil         : 2.8.2
pip              : 20.3.3
setuptools       : 51.3.3
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : 7.26.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : 3.0.7
pandas_gbq       : None
pyarrow          : None
pyxlsb           : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : 2.0.1
xlwt             : None
numba            : None


</details>
