BUG: losing Index/Series names master issue
cases where index names are lost in various operations, most of these involve an issue in `concat`
## Index.name
- [ ] `Panel.fillna`, #3570
- [ ] groupby on empty, #8093
- [x] `.append`, https://github.com/pydata/pandas/issues/9857 (closed by #9876)
- [x] groupby `.size`, #9925 
- [x] timedelta ops, #9926 
- [ ] `.intersection/.union`, #9943
- [x] `drop_duplicates`, #10116
- [x] `to_datetime/to_timedelta` #10875 (closed by #10945)
- [ ] `Index.__new__` #11193
## Series.name
- [x] rolling_\* funcions #10659
- [x] dt accessor funcions #10712
- [x] quantile #10881
