BUG: rename fails when using level
- [x] closes #43659 
- [x] tests added / passed
- [x] 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
- [x] whatsnew entry

Hello @wojtek2kdev! 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 2021-09-23 15:45:42 UTC Also need whatsnew @phofl Sorry, it's my first PR to this project. What is "whatsnew entry"? Check doc/source/whatsnew. These are our release notes. Yours should go into 1.4 @phofl I'm not sure, but all of failed checks are my fault? For example: https://github.com/pandas-dev/pandas/pull/43667/checks?check_run_id=3655863372. I checked this test locally and it passes. thanks @wojtek2kdev very nice!