BUG/ERR: DatetimeIndex - Period shows ununderstandable error
#### Code Sample, a copy-pastable example if possible

Split from #13071. `DatetimeIndex` - `Period` is not supported ATM, but errors are not understandable.

```
pd.DatetimeIndex(['2011-01-01', '2011-02-01']) - pd.Period('2011-01-01', freq='D') 
# ValueError: Cannot do arithmetic with non-conforming periods

pd.DatetimeIndex(['2011-01-01', '2011-01-02'], freq='D') - pd.Period('2011-01-01', freq='D') 
# AttributeError: 'DatetimeIndex' object has no attribute 'ordinal'
```
#### Expected Output

show understandable error message. 

Or it should be supported converting `Period` to `Timestamp`.

```
pd.DatetimeIndex(['2011-01-01', '2011-02-01']) - pd.Period('2011-01-01', freq='D').to_timestamp()
# TimedeltaIndex(['0 days', '31 days'], dtype='timedelta64[ns]', freq=None)
```
#### output of `pd.show_versions()`

on current master
