API: require timezone match in DatetimeArray.take

doc/source/whatsnew/v1.2.0.rst

@@ -370,6 +370,7 @@ Datetimelike
 - Bug in :meth:`DatetimeIndex.slice_locs` where ``datetime.date`` objects were not accepted (:issue:`34077`)
 - Bug in :meth:`DatetimeIndex.searchsorted`, :meth:`TimedeltaIndex.searchsorted`, :meth:`PeriodIndex.searchsorted`, and :meth:`Series.searchsorted` with ``datetime64``, ``timedelta64`` or ``Period`` dtype placement of ``NaT`` values being inconsistent with ``NumPy`` (:issue:`36176`, :issue:`36254`)
 - Inconsistency in :class:`DatetimeArray`, :class:`TimedeltaArray`, and :class:`PeriodArray`  setitem casting arrays of strings to datetimelike scalars but not scalar strings (:issue:`36261`)
+- Bug in :meth:`DatetimeArray.take` incorrectly allowing ``fill_value`` with a mismatched timezone (:issue:`37356`)
 - Bug in :class:`DatetimeIndex.shift` incorrectly raising when shifting empty indexes (:issue:`14811`)
 - :class:`Timestamp` and :class:`DatetimeIndex` comparisons between timezone-aware and timezone-naive objects now follow the standard library ``datetime`` behavior, returning ``True``/``False`` for ``!=``/``==`` and raising for inequality comparisons (:issue:`28507`)
 - Bug in :meth:`DatetimeIndex.equals` and :meth:`TimedeltaIndex.equals` incorrectly considering ``int64`` indexes as equal (:issue:`36744`)

pandas/core/arrays/datetimelike.py

@@ -480,7 +480,7 @@ def _validate_fill_value(self, fill_value):
             fill_value = self._validate_scalar(fill_value)
         except TypeError as err:
             raise ValueError(msg) from err
-        return self._unbox(fill_value)
+        return self._unbox(fill_value, setitem=True)
 
     def _validate_shift_value(self, fill_value):
         # TODO(2.0): once this deprecation is enforced, use _validate_fill_value

pandas/core/arrays/datetimes.py

@@ -473,7 +473,7 @@ def _check_compatible_with(self, other, setitem: bool = False):
         if setitem:
             # Stricter check for setitem vs comparison methods
             if not timezones.tz_compare(self.tz, other.tz):
-                raise ValueError(f"Timezones don't match. '{self.tz} != {other.tz}'")
+                raise ValueError(f"Timezones don't match. '{self.tz}' != '{other.tz}'")
 
     def _maybe_clear_freq(self):
         self._freq = None

pandas/tests/arrays/test_datetimelike.py

@@ -4,7 +4,7 @@
 import pytest
 import pytz
 
-from pandas._libs import OutOfBoundsDatetime
+from pandas._libs import OutOfBoundsDatetime, Timestamp
 from pandas.compat.numpy import np_version_under1p18
 
 import pandas as pd
@@ -695,6 +695,15 @@ def test_take_fill_valid(self, arr1d):
             # require appropriate-dtype if we have a NA value
             arr.take([-1, 1], allow_fill=True, fill_value=value)
 
+        if arr.tz is not None:
+            # GH#37356
+            # Assuming here that arr1d fixture does not include Australia/Melbourne
+            value = Timestamp.now().tz_localize("Australia/Melbourne")
+            msg = "Timezones don't match. .* != 'Australia/Melbourne'"
+            with pytest.raises(ValueError, match=msg):
+                # require tz match, not just tzawareness match
+                arr.take([-1, 1], allow_fill=True, fill_value=value)
+
     def test_concat_same_type_invalid(self, arr1d):
         # different timezones
         arr = arr1d