BUG: DataFrame.diff(axis=0) with DatetimeTZ data
State: closed

- [x] closes #18578
- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Unfortunately, `DataFrame.diff` doesn't work correctly with axis=1; it returns values like so after this patch:

```
In [2]:         df = DataFrame({0: date_range('2010', freq='D', periods=2, tz='utc'),
   ...:                         1: date_range('2010', freq='D', periods=2, tz='utc')})
   ...:

In [3]: df.diff(axis=1)
Out[3]:
       0      1
0    NaT    NaT
1    NaT    NaT
```

I believe this is because `diff` is implemented by iterating over the 2 DatetimeTZBlocks (via `BlockManager.apply`, but `diff` needs data from both blocks at once. (Is it possible to consolidate 2 DatetimeTZBlocks?) I made this raise a `NotImplimentedError` for now. 

Labels:
name: Datetime
description: Datetime data dtype
name: Timezones
description: Timezone data dtype

Comments:
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  Misses       4087     4087
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------

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I moved diff to it's own function in `DatetimeTZBlock`. I am not to familiar with this section of the codebase (I believe I should be returning a `TimedeltaBlock` but I am not familiar with what should be passed to `placement`), so a test I added is going to fail. 

`df.shift(axis=1)` for datetimetz data wasn't working correctly as well, so I am raising a `NotImplementedError` for now.
Any insight on the use of `placement` when constructing a new `Timedelta` block from the result would be much appreciated @jreback. 

I am currently failing the check, `len(self.mgr_locs) != len(self.values)`, when constructing a new block. I am passing in the same `mgr_locs` from the prior frame (where the data was datetimetz data), but I am not sure if that's entirely correct if the new frame should have a `Timedelta` block.
> I am currently failing the check, len(self.mgr_locs) != len(self.values), when constructing a new block.

I think the issue is that `DatetimeTZBlock` inherits NonConsolidatableMixin,  while `TimedeltaBlock` doesn't, so a couple of checks are no longer skipped.

Does returning `TimeDeltaBlock(new_values, slice(len(new_values)))` work?
Thanks @TomAugspurger; I was able to get the block placement to work when passing the slice from `self.mgr_locs.indexer`
Split test for axis=1 and axis=0, added docstring.

All green. 
thanks!