BUG: converters of dtype is ignored in read_csv if related to index column
- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.


---

#### Code Sample, a copy-pastable example
**test.txt file** :
5	6
7	8
9	10

```python
# Your code here
import pandas as pd

print(pd.__version__)

print("Case 1: no converters or dtype. ")
a = pd.read_csv("test.txt", sep="\t", index_col=["Index"], names=["Index", "Length"])

print(a["Length"])
print(a.index)

print("Case 2: converters option")
a = pd.read_csv("test.t", sep="\t", index_col=["Index"], names=["Index", "Length"], converters={"Index": str, "Length": str})
print(a["Length"])
print(a.index)

print("Case 3: dtype option")
a = pd.read_csv("test.t", sep="\t", index_col=["Index"], names=["Index", "Length"], dtype={"Index": str, "Length": str})
print(a["Length"])
print(a.index)
```

#### Problem description
Output of code above:

Case 1: no converters or dtype. 
Index
5     6
7     8
9    10
Name: Length, dtype: int64
Int64Index([5, 7, 9], dtype='int64', name='Index')
Case 2: converters option
Index
5     6
7     8
9    10
Name: Length, dtype: object
**Int64Index([5, 7, 9], dtype='int64', name='Index')**
Case 3: dtype option
Index
5     6
7     8
9    10
Name: Length, dtype: object
**Int64Index([5, 7, 9], dtype='int64', name='Index')**

Converters and dtype are not  applied to index column when reading file via pd.read_csv .
In all three cases type of index elements remains **int** . 

Other columns are converted as expected.

#### Expected Output
In "Case 2" and "Case 3" type of index elements expected to be **str**.

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

<details>

INSTALLED VERSIONS
------------------
commit           : f2c8480af2f25efdbd803218b9d87980f416563e
python           : 3.8.5.final.0
python-bits      : 64
OS               : Linux
OS-release       : 4.15.0-54-generic
Version          : #58-Ubuntu SMP Mon Jun 24 10:55:24 UTC 2019
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.2.3
numpy            : 1.19.2
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.2.4
setuptools       : 50.3.1.post20201107
Cython           : 0.29.21
pytest           : 6.1.1
hypothesis       : None
sphinx           : 3.2.1
blosc            : None
feather          : None
xlsxwriter       : 1.3.7
lxml.etree       : 4.6.1
html5lib         : 1.1
pymysql          : None
psycopg2         : None
jinja2           : 2.11.2
IPython          : 7.19.0
pandas_datareader: None
bs4              : 4.9.3
bottleneck       : 1.3.2
fsspec           : 0.8.3
fastparquet      : None
gcsfs            : None
matplotlib       : 3.3.2
numexpr          : 2.7.1
odfpy            : None
openpyxl         : 3.0.5
pandas_gbq       : None
pyarrow          : None
pyxlsb           : None
s3fs             : None
scipy            : 1.5.2
sqlalchemy       : 1.3.20
tables           : 3.6.1
tabulate         : None
xarray           : None
xlrd             : 1.2.0
xlwt             : 1.3.0
numba            : 0.51.2

</details>
