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API/BUG: Handling Dtype Coercions in Series/Index

See original GitHub issue

Off master (bd169d):

# Case I: Overflow on int64
>>> Index([np.iinfo(np.uint64).max-1],dtype='int64')
...
OverflowError: Python int too large to convert to C long

# Case II: Coercion to uint64
>>> Index([-1], dtype='uint64')
UInt64Index([18446744073709551615], dtype='uint64')

# Case III: Ignoring coercion to int
>>> Index([1, 2, 3.5], dtype=int)
Float64Index([1.0, 2.0, 3.5], dtype='float64')

So we got some coercions that fail but others that work. Although all of these issues involve Index, the first two are also applicable to Series (in the last issue, it does coerce all elements to integer).

How should we handle failed coercions? Is the second case even a failure? Should iron out this.

xref #12758 xref #15187