TST: indexing tests for #21168, #27420, #15928, #30053
- [x] closes #21168
- [x] closes #27420
- [x] closes #15928
- [x] closes #30053
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [ ] whatsnew entry

lgtm merge when green-ish (something failing on master?)