[TST]: Groupy raised ValueError for ffill with duplicate column names
- [x] closes #25610
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`


Was fixed in the past. Added test to avoid regression

Hello @phofl! 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 2020-09-13 20:59:25 UTC great let's merge on green. The timeout was probably unrelated? /azp run <samp>
Azure Pipelines successfully started running 1 pipeline(s).<br>

</samp> thanks @phofl 