TST: Test reindex w/ multiindex df (GH21247)
- [x] closes #21247
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them
- [x] whatsnew entry

Whats new:
Add a test to `pandas/tests/indexes/multi/test_reindex.py`


Hello @mroeschke this is my first PR to the main code base. 

The CI failed because of a timeout:

`##[error]The job running on agent Azure Pipelines 2 ran longer than the maximum time of 60 minutes. For more information, see https://go.microsoft.com/fwlink/?linkid=2077134`

I'm not sure what I should be doing to fix this issue. Is there a standard procedure?

Thanks. thanks @calvh 