BUG: OutOfBoundsTimedelta not raised for out-of-bounds Timedelta
- [x] I have checked that this issue has not already been reported.

- [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.

---

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

```python
In [1]: import pandas as pd

In [2]: import numpy as np

In [3]: pd.Timedelta(np.timedelta64(200000, "D"))
Out[3]: Timedelta('-13504 days +00:25:26.290448384')
```

#### Problem description

Pandas provides a useful error message if one tries to create a `Timestamp` using a datetime that is out of bounds for nanosecond-precision times:

```
In [4]: pd.Timestamp(np.datetime64("0001-01-01", "us"))
---------------------------------------------------------------------------
OutOfBoundsDatetime                       Traceback (most recent call last)
<ipython-input-11-1bf9f0c9d954> in <module>
----> 1 pd.Timestamp(np.datetime64("0001-01-01", "us"))

~/Software/pandas/pandas/_libs/tslibs/timestamps.pyx in pandas._libs.tslibs.timestamps.Timestamp.__new__()

~/Software/pandas/pandas/_libs/tslibs/conversion.pyx in pandas._libs.tslibs.conversion.convert_to_tsobject()

~/Software/pandas/pandas/_libs/tslibs/conversion.pyx in pandas._libs.tslibs.conversion.get_datetime64_nanos()

~/Software/pandas/pandas/_libs/tslibs/np_datetime.pyx in pandas._libs.tslibs.np_datetime.check_dts_bounds()

OutOfBoundsDatetime: Out of bounds nanosecond timestamp: 1-01-01 00:00:00
```

I was excited to see an exception along these lines added for out-of-bounds timedeltas, `OutOfBoundsTimedelta`: 
https://github.com/pandas-dev/pandas/pull/34448; however, it does not seem to be very easy to trigger.  Is the idea to eventually check this in more places?

#### Expected Output

I might expect this to raise the newly added `OutOfBoundsTimedelta` error.

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

<details>

INSTALLED VERSIONS
------------------
commit           : 2a7d3326dee660824a8433ffd01065f8ac37f7d6
python           : 3.7.3.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 19.5.0
Version          : Darwin Kernel Version 19.5.0: Tue May 26 20:41:44 PDT 2020; root:xnu-6153.121.2~2/RELEASE_X86_64
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.1.2
numpy            : 1.19.1
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 19.2.2
setuptools       : 49.6.0.post20200917
Cython           : 0.29.19
pytest           : 5.0.1
hypothesis       : 5.6.0
sphinx           : 3.0.4
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.4.1
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.10.1
pandas_datareader: None
bs4              : 4.9.1
bottleneck       : 1.2.1
fsspec           : 0.8.2
fastparquet      : None
gcsfs            : 0.6.2+6.geca6dce
matplotlib       : 3.3.0rc1.post439+g7e9530338
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pyxlsb           : None
s3fs             : None
scipy            : 1.2.1
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : 0.16.1
xlrd             : None
xlwt             : None
numba            : 0.51.2

</details>
