TST #24205: test_groupby_nth_interval created for Groupby Nth with Multindex Inverval
- [x] closes #24205
- [x] [Tests added and passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#writing-tests) if fixing a bug or adding a new feature
- [x] All [code checks passed](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#pre-commit).
- [x] Added [type annotations](https://pandas.pydata.org/pandas-docs/dev/development/contributing_codebase.html#type-hints) to new arguments/methods/functions. [Not Applicable]
- [x] Added an entry in the latest `doc/source/whatsnew/vX.X.X.rst` file if fixing a bug or adding a new feature. [Not Applicable]
The CI minimum version failed with the following message:
Error: The runner has received a shutdown signal...' in GHA. GH 45651

Since I only added a test in this PR and all other tests pass, I think the error is unrelated to the changes made. Thanks @ltartaro!