diff --git a/pandas/core/arrays/datetimelike.py b/pandas/core/arrays/datetimelike.py
index dc7cf51ca109d..dfc0a0f109836 100644
--- a/pandas/core/arrays/datetimelike.py
+++ b/pandas/core/arrays/datetimelike.py
@@ -89,18 +89,6 @@ def _get_attributes_dict(self):
         """return an attributes dict for my class"""
         return {k: getattr(self, k, None) for k in self._attributes}
 
-    def _shallow_copy(self, values=None, **kwargs):
-        if values is None:
-            # Note: slightly different from Index implementation which defaults
-            # to self.values
-            values = self._ndarray_values
-
-        attributes = self._get_attributes_dict()
-        attributes.update(kwargs)
-        if not len(values) and 'dtype' not in kwargs:
-            attributes['dtype'] = self.dtype
-        return self._simple_new(values, **attributes)
-
 
 class DatetimeLikeArrayMixin(ExtensionOpsMixin, AttributesMixin):
     """
@@ -422,7 +410,9 @@ def _add_nat(self):
         # and datetime dtypes
         result = np.zeros(len(self), dtype=np.int64)
         result.fill(iNaT)
-        return self._shallow_copy(result, freq=None)
+        if is_timedelta64_dtype(self):
+            return type(self)(result, freq=None)
+        return type(self)(result, tz=self.tz, freq=None)
 
     def _sub_nat(self):
         """Subtract pd.NaT from self"""
diff --git a/pandas/core/arrays/datetimes.py b/pandas/core/arrays/datetimes.py
index b656690b30e34..630c2843b747e 100644
--- a/pandas/core/arrays/datetimes.py
+++ b/pandas/core/arrays/datetimes.py
@@ -586,7 +586,7 @@ def tz_convert(self, tz):
                             'tz_localize to localize')
 
         # No conversion since timestamps are all UTC to begin with
-        return self._shallow_copy(tz=tz)
+        return self._simple_new(self.asi8, tz=tz, freq=self.freq)
 
     def tz_localize(self, tz, ambiguous='raise', nonexistent='raise',
                     errors=None):
@@ -708,7 +708,7 @@ def tz_localize(self, tz, ambiguous='raise', nonexistent='raise',
                 self.asi8, tz, ambiguous=ambiguous, nonexistent=nonexistent,
             )
         new_dates = new_dates.view(_NS_DTYPE)
-        return self._shallow_copy(new_dates, tz=tz)
+        return self._simple_new(new_dates, tz=tz, freq=self.freq)
 
     # ----------------------------------------------------------------
     # Conversion Methods - Vectorized analogues of Timestamp methods
diff --git a/pandas/core/indexes/datetimelike.py b/pandas/core/indexes/datetimelike.py
index 14325f42ff0d8..f2e31d1ab62c6 100644
--- a/pandas/core/indexes/datetimelike.py
+++ b/pandas/core/indexes/datetimelike.py
@@ -189,8 +189,7 @@ def _round(self, freq, mode, ambiguous):
         result = self._maybe_mask_results(result, fill_value=NaT)
 
         attribs = self._get_attributes_dict()
-        if 'freq' in attribs:
-            attribs['freq'] = None
+        attribs['freq'] = None
         if 'tz' in attribs:
             attribs['tz'] = None
         return self._ensure_localized(
@@ -640,8 +639,7 @@ def where(self, cond, other=None):
         result = np.where(cond, values, other).astype('i8')
 
         result = self._ensure_localized(result, from_utc=True)
-        return self._shallow_copy(result,
-                                  **self._get_attributes_dict())
+        return self._shallow_copy(result)
 
     def _summary(self, name=None):
         """
diff --git a/pandas/core/indexes/datetimes.py b/pandas/core/indexes/datetimes.py
index 39f247a7c4cfe..f129c5f9c81bd 100644
--- a/pandas/core/indexes/datetimes.py
+++ b/pandas/core/indexes/datetimes.py
@@ -1134,6 +1134,8 @@ def slice_indexer(self, start=None, end=None, step=None, kind=None):
     is_year_end = wrap_field_accessor(DatetimeArrayMixin.is_year_end)
     is_leap_year = wrap_field_accessor(DatetimeArrayMixin.is_leap_year)
 
+    tz_localize = wrap_array_method(DatetimeArrayMixin.tz_localize, True)
+    tz_convert = wrap_array_method(DatetimeArrayMixin.tz_convert, True)
     to_perioddelta = wrap_array_method(DatetimeArrayMixin.to_perioddelta,
                                        False)
     to_period = wrap_array_method(DatetimeArrayMixin.to_period, True)