CLN: Cleanup Int64Index and Float64Index __new__

Int64Index had duplicate code under a branch plus both were looking for
scalar data errors handled in `_coerce_to_ndarray` anyways.
CLN: clean up parser options

Also add a test to make sure that the C parser options validation is actually
covered
CLN: remove factorize argument
ENH: Added lxml-liberal html parsing flavor (#5130)