REF: re-use sanitize_array in DataFrame._sanitize_columns
- [ ] closes #xxxx
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [ ] whatsnew entry

A big partial-indexing test is split and has a non-trivial diff, but the only _actual_ change is this line https://github.com/pandas-dev/pandas/compare/master...jbrockmendel:ref-sanitize_column?expand=1#diff-1723bf927d192314f9d8c4faa220e26b1c3b39c2fe3bb65d8c43966ec7e596e8R430 declaring that empty range is int-dtype-like instead of float-dtype-like, which i think we should call a bug.