BUG: datetime parsing fails on a leapday

[rhshadrach]

• closes #xxxx (Replace xxxx with the GitHub issue number)
• Tests added and passed if fixing a bug or adding a new feature
• All code checks passed.
• Added type annotations to new arguments/methods/functions.
• Added an entry in the latest doc/source/whatsnew/vX.X.X.rst file if fixing a bug or adding a new feature.

No idea what would be a better fix. dateutil_parse will substitute parts of the dt_str into default and then check if it's a valid date.

[datapythonista]

There is another PR also addressing this with a similar approach: #57674

[rhshadrach]

Thanks - I quickly checked but missed that one. That approach is better.