TST7337: Fix test failures on windows.

closes #7337

Use dateutil.tz.tzutc() to construct UTC timezone instead of dateutil.tz.gettz('UTC')
Update docs to reflect this.
Tidy up examples in the timezones section of the docs.
hmm.....well the check can be one when tz's are not all the same (e.g. at that point you can do a more detailed comparison to see if they are different and at least one is pytz and one dateutil)