COMPAT: Ensure rolling indexers return intp during take operations
- [x] closes #35294
- [x] closes #35148
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry


Tested locally with @TomAugspurger docker container and the tests were working: https://github.com/pandas-dev/pandas/pull/35228#issuecomment-658833239


