BUG: DTI.intersection doesnt preserve tz
Closes #4690.

Also, found and fixed a bug which non-monotonic `Index.union` incorrectly preserves `name` when `Index` have different names.

```
# monotonic
idx1 = pd.Index([1, 2, 3, 4, 5], name='idx1')
idx2 = pd.Index([4, 5, 6, 7, 8], name='other')
idx1.intersection(idx2).name
# None (Expected)

# non-monotonic
idx1 = pd.Index([5, 4, 3, 2, 1], name='idx1')
idx2 = pd.Index([4, 5, 6, 7, 8], name='other')
idx1.intersection(idx2).name
# idx1
```
