TYP: fix MultiIndex._names type
xref https://github.com/pandas-dev/pandas/issues/37715


_names was never really a FrozenList.
Also adapted some related code in _count_level
The change in _count_level is required because `list` cannot be indexed by `Hashable` - this issue had not been detected by mypy up until now because the argument of `__getitem__` is untyped for `FrozenList`.
thanks @iasoon 