BUG: Allow custom error values in parse_dates argument of read_sql like functions (GH35185)

doc/source/whatsnew/v1.2.0.rst

@@ -624,6 +624,7 @@ I/O
 - Bug in :func:`read_html` was raising a ``TypeError`` when supplying a ``pathlib.Path`` argument to the ``io`` parameter (:issue:`37705`)
 - :meth:`to_excel` and :meth:`to_markdown` support writing to fsspec URLs such as S3 and Google Cloud Storage (:issue:`33987`)
 - Bug in :meth:`read_fw` was not skipping blank lines (even with ``skip_blank_lines=True``) (:issue:`37758`)
+- Allow custom error values for parse_dates argument of :func:`read_sql`, :func:`read_sql_query` and :func:`read_sql_table` (:issue:`GH35185`)
 
 Plotting
 ^^^^^^^^

pandas/io/sql.py

@@ -79,7 +79,9 @@ def _process_parse_dates_argument(parse_dates):
 
 def _handle_date_column(col, utc=None, format=None):
     if isinstance(format, dict):
-        return to_datetime(col, errors="ignore", **format)
+        return to_datetime(
+            col, **{"errors": "ignore", **format}  # type: ignore[call-overload]
+        )
     else:
         # Allow passing of formatting string for integers
         # GH17855

pandas/tests/io/test_sql.py

@@ -741,6 +741,30 @@ def test_date_parsing(self):
             Timestamp("2010-12-12"),
         ]
 
+    @pytest.mark.parametrize(
+        "read_sql, text, mode",
+        [
+            (sql.read_sql, "SELECT * FROM types_test_data", ("sqlalchemy", "fallback")),
+            (sql.read_sql, "types_test_data", ("sqlalchemy")),
+            (
+                sql.read_sql_query,
+                "SELECT * FROM types_test_data",
+                ("sqlalchemy", "fallback"),
+            ),
+            (sql.read_sql_table, "types_test_data", ("sqlalchemy")),
+        ],
+    )
+    def test_custom_dateparsing_error(self, read_sql, text, mode):
+        if self.mode in mode:
+            read_sql(
+                text,
+                con=self.conn,
+                parse_dates={
+                    "DateCol": {"errors": "coerce"},
+                    "IntDateCol": {"errors": "ignore"},
+                },
+            )
+
     def test_date_and_index(self):
         # Test case where same column appears in parse_date and index_col