BUG: Slicing of Index with strings does not raise anymore when keys are not in Index
The following 
```
df2 = pd.DataFrame({"A": [1, 2, 3]}, index=['a', 'c', 'b'])
df2.loc['d':'e']
```

Should raise a ``KeyError``. This worked in the past (see #18531) but does not anymore. Question is if we should raise in ``slice_locs`` if start and end are equal or if we should do this after calling the function.

cc @jreback
