REF/TST: Add more pytest idiom to parsers tests
Adds more idiom to the following:

* `parser/skiprows` --> `parser/test_skiprows`
* `parser/na_values` --> `parser/test_na_values`
* `parser/parse_dates` -->` parser/test_parse_dates`
* `parser/multithread` --> `parser/test_multi_thread`

Also adds new test suite: `test_date_converters` (was previously hidden in `parser/parse_dates`)

Builds off of #23712.