Backport PR #35578 on branch 1.1.x (BUG: df.shift(n, axis=1) with multiple blocks)
Backport PR #35578: BUG: df.shift(n, axis=1) with multiple blocks
test failure on Windows py37_np18 unrelated

```
INTERNALERROR> AssertionError: ('pandas/tests/base/test_unique.py::test_unique_bad_unicode[idx_or_series_w_bad_unicode0]', <WorkerController gw1>)
INTERNALERROR> assert not 'pandas/tests/base/test_unique.py::test_unique_bad_unicode[idx_or_series_w_bad_unicode0]'
Skipping uploading of coverage data.
```

will be good to merge if other runs pass > will be good to merge if other runs pass

macOS py36_macos was canceled so restarted


