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.
It does already. In fact, pandas already raises for mixed timezones in pytz e.g.

``` python
DatetimeIndex([Timestamp('20130101', tz='Europe/London'), Timestamp('20130101', tz='Europe/Paris')])
```

I've just added the test for different versions of utc.