Restore CI after PY2 drop
#24942 wanted to update the PY2-CI to newer python versions, but @jreback ultimately wanted to split this off. This takes the open changes from #24942.

Quoting from the OP there:
> I kept most of the CI jobs that used to be 2.7 at the lower end of the various supported versions, with 2x 2.7->3.5, 1x 2.7->3.6 and only one real upgrade from 2.7->3.7 (first CI job for 3.7 & windows).
