Revert "CLN: remove unnecessary DatetimeTZBlock.fillna (pandas-dev#37040)"

This reverts commit 58f7468.

Author: simonjayhawkins

pandas/core/internals/blocks.py

@@ -1968,7 +1968,13 @@ class IntBlock(NumericBlock):
 class DatetimeLikeBlockMixin(HybridMixin, Block):
     """Mixin class for DatetimeBlock, DatetimeTZBlock, and TimedeltaBlock."""
 
-    _can_hold_na = True
+    @property
+    def _holder(self):
+        return DatetimeArray
+
+    @property
+    def fill_value(self):
+        return np.datetime64("NaT", "ns")
 
     def get_values(self, dtype: Optional[Dtype] = None):
         """
@@ -2052,8 +2058,10 @@ def where(self, other, cond, errors="raise", axis: int = 0) -> List["Block"]:
 class DatetimeBlock(DatetimeLikeBlockMixin):
     __slots__ = ()
     is_datetime = True
-    _holder = DatetimeArray
-    fill_value = np.datetime64("NaT", "ns")
+
+    @property
+    def _can_hold_na(self):
+        return True
 
     def _maybe_coerce_values(self, values):
         """
@@ -2099,18 +2107,18 @@ class DatetimeTZBlock(ExtensionBlock, DatetimeBlock):
     is_extension = True
 
     internal_values = Block.internal_values
-
-    _holder = DatetimeBlock._holder
     _can_hold_element = DatetimeBlock._can_hold_element
     to_native_types = DatetimeBlock.to_native_types
     diff = DatetimeBlock.diff
-    fillna = DatetimeBlock.fillna  # i.e. Block.fillna
-    fill_value = DatetimeBlock.fill_value
-    _can_hold_na = DatetimeBlock._can_hold_na
+    fill_value = np.datetime64("NaT", "ns")
     where = DatetimeBlock.where
 
     array_values = ExtensionBlock.array_values
 
+    @property
+    def _holder(self):
+        return DatetimeArray
+
     def _maybe_coerce_values(self, values):
         """
         Input validation for values passed to __init__. Ensure that
@@ -2175,6 +2183,17 @@ def external_values(self):
         #  return an object-dtype ndarray of Timestamps.
         return np.asarray(self.values.astype("datetime64[ns]", copy=False))
 
+    def fillna(self, value, limit=None, inplace=False, downcast=None):
+        # We support filling a DatetimeTZ with a `value` whose timezone
+        # is different by coercing to object.
+        if self._can_hold_element(value):
+            return super().fillna(value, limit, inplace, downcast)
+
+        # different timezones, or a non-tz
+        return self.astype(object).fillna(
+            value, limit=limit, inplace=inplace, downcast=downcast
+        )
+
     def quantile(self, qs, interpolation="linear", axis=0):
         naive = self.values.view("M8[ns]")
 
@@ -2211,9 +2230,11 @@ def _check_ndim(self, values, ndim):
         return ndim
 
 
-class TimeDeltaBlock(DatetimeLikeBlockMixin):
+class TimeDeltaBlock(DatetimeLikeBlockMixin, IntBlock):
     __slots__ = ()
     is_timedelta = True
+    _can_hold_na = True
+    is_numeric = False
     fill_value = np.timedelta64("NaT", "ns")
 
     def _maybe_coerce_values(self, values):

pandas/core/internals/managers.py

@@ -1891,7 +1891,7 @@ def _consolidate(blocks):
         merged_blocks = _merge_blocks(
             list(group_blocks), dtype=dtype, can_consolidate=_can_consolidate
         )
-        new_blocks.extend(merged_blocks)
+        new_blocks = extend_blocks(merged_blocks, new_blocks)
     return new_blocks