TST: new test for sort index when Nan in other axis.
closes #12261 
test added / passed
passes black pandas
Hello @ainsleyto! Thanks for opening this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:

* In the file [`pandas/tests/frame/test_sorting.py`](https://github.com/pandas-dev/pandas/blob/a244e7591ef01c06cbf02a1fa260cca20d39d754/pandas/tests/frame/test_sorting.py):

> [Line 746:42](https://github.com/pandas-dev/pandas/blob/a244e7591ef01c06cbf02a1fa260cca20d39d754/pandas/tests/frame/test_sorting.py#L746): [E712](https://duckduckgo.com/?q=pep8%20E712) comparison to True should be 'if cond is True:' or 'if cond:'

 @ainsleyto needs rebase, also see the linting complaint above @ainsleyto can you fix the conflict and address feedback? closing as stale, ping if you want to continue