TST: Adding unit tests for named indexes resulting from empty datafra…
…me shifts

- [x] closes #41264
- [ ] tests added / passed
- [ ] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit) for how to run them
- [ ] whatsnew entry

Tests added for issue: https://github.com/pandas-dev/pandas/issues/41264
Hello @IamJasonBian! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2021-10-31 04:18:30 UTC @jreback 
* merged with test_groupby_shift_diff
* removed third test as issue did not exist in 1.3.0.dev0+1510.gfea6799dba @jreback, ok to push? Not sure why pre-commit black is failing and PEP8 linter passed locally.  no if precommit is failing then there is a problem @jreback pinging on green @IamJasonBian could you merge master one more time? Will merge after all green again thanks @IamJasonBian 