pd.read_csv()/dtype and index_col combo
#### Code Sample, a copy-pastable example if possible

```python
data=pd.read_csv(file, dtype={'donor':str}, index_col='donor') # dtype of the index IS NOT str
# to fix:
data= pd.read_csv(file, dtype={'donor': str})
data.set_index('donor', drop=True, inplace=True)
```

#### Problem description

during pd.read_csv(), when I set a dtype to one column and set the same column as index, the index dtype is lost

#### Expected Output
When both dtype and index_col are used with the same column, I want the index in dtype specificied in the pd.read_csv() call, i.e. in my example str

#### Output of ``pd.show_versions()``

<details>

INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.6.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
machine          : AMD64
processor        : Intel64 Family 6 Model 69 Stepping 1, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : None.None

pandas           : 1.0.1
numpy            : 1.18.1
pytz             : 2019.3
dateutil         : 2.8.0
pip              : 20.0.2
setuptools       : 45.2.0
Cython           : None
pytest           : 5.0.1
hypothesis       : 4.27.0
sphinx           : 2.1.2
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.4.1
html5lib         : 1.0.1
pymysql          : None
psycopg2         : None
jinja2           : 2.10.1
IPython          : 7.13.0
pandas_datareader: None
bs4              : 4.8.2
bottleneck       : 1.2.1
fastparquet      : None
gcsfs            : None
lxml.etree       : 4.4.1
matplotlib       : 3.1.3
numexpr          : None
odfpy            : None
openpyxl         : 3.0.0
pandas_gbq       : None
pyarrow          : None
pytables         : None
pytest           : 5.0.1
pyxlsb           : None
s3fs             : None
scipy            : 1.4.1
sqlalchemy       : 1.3.13
tables           : None
tabulate         : None
xarray           : 0.12.3
xlrd             : 1.2.0
xlwt             : None
xlsxwriter       : None
numba            : None

</details>
