TST: add test to ensure that df.groupby() returns the missing categories when grouping on 2 pd.Categoricals
- [x] closes #23865
- [x] closes #27075 
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`

1) _New Tests Addeded_
#23865 #27075 both reported that when df.groupby was called and `by` was set to more than one pd.Categorical column, that any missing categories were not returned, even when observed=False. This issue was fixed in #29690. This Pull Request adds tests to make sure that this correct behaviour is enforced by tests. 

2) _New Bug Found_
Testing did reveal one further issue: DataFrameGroupBy.count() returns NaN for missing Categories, when it should return a count of 0.  SeriesGroupBy.count() does return 0, which is the expected behaviour. I have raised an issue for this bug (#35028 ) and marked the test with an xfail. When the bug is fixed, the xfail will cause the tests to fail, and the xfail can be removed. 

3) _Existing Test Changed as it had the Wrong Expected Result_
A similar issue was reported for .sum() in #31422: missing categories return a sum of NaN when they should return a sum of 0. There was a mistake on the existing test for SeriesGroupBy.sum(), as it said the expected output was NaN (see below) when it should have been 0.
https://github.com/pandas-dev/pandas/blob/0159cba6eb14983ab7eaf38ff138c3c397a6fe3b/pandas/tests/groupby/test_categorical.py#L1315

I have changed this so that the expected output is 0 (this is inline with the comment here: https://github.com/pandas-dev/pandas/issues/31422#issuecomment-579826193 ) and marked the tests for .sum() with xfail. When the bug is addressed, the xfail will cause the tests to fail, and the xfails can be removed. 
@jreback Can I get a another review/approval on this? I'd like to close it off and continue addressing the related bugs. 

Addressed all your previous comments and merged in the latest master with all checks passing.  thanks @smithto1 very nice, very happy to have follows to fix things :->