Fixes .nth() with groupby multiple columns
closes #8979

Let me know if this makes sense

Problem mentioned in issue 8979 too

tests!
 my coworker got a kick out of that :smile: 

test added (and method fixed, didn't copy it correctly)
 looks good. pls add a release note as well (v0.16.0), bug fixes
 Sorry, was out of the office for a bit. Pull request should be good now.
 merged via https://github.com/pydata/pandas/commit/b3d1a059fd86577b46f080c3bd3661597530587f

thanks!
