BUG: TimedeltaIndex raising ValueError when slice indexing (#16637)
Before accepting this Pull request is there any other kind of usage of loc that might fail using deltatimeindex that I am not aware of? I could take some time to fix it once and for all.

closes #16637

 - [ x ] closes #16637
 - [ x ] tests added / passed
 - [ x ] passes ``git diff upstream/master --name-only -- '*.py' | flake8 --diff``
 - [ x ] whatsnew entry
