BUG: GroupBy.ffill()/bfill() do not return NaN values for NaN groups
- [x] closes #34725
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

See #34725 for a good description of the problem. 

This fixes the issue in the tidiest way I could find. 

One test is added that covers all relevant cases I could think of. The comments in the test can be removed, they are just there to make it easier for the reviewer to follow as the test is a bit complicated. 

This also fixes the copy-pastable example from the #34725.
Is there a way to fix `group_fillna_indexer` rather than correct the results with post-processing? Or is there a reason _not_ to do this? > Is there a way to fix `group_fillna_indexer` rather than correct the results with post-processing? Or is there a reason _not_ to do this?

@rhshadrach This is fixed in `group_fillna_indexer` now. It is much cleaner and faster.  @rhshadrach @WillAyd  Comments have been addressed. Can you please have another look? > Looks good. Can you move tests to tests.groupby.test_missing - ref #36326

@rhshadrach Done.  @smithto1 CI failure due to import order in unrelated files; I think merging master will fix. > @smithto1 CI failure due to import order in unrelated files; I think merging master will fix.

@rhshadrach I think that is all fixed now.  @smithto1 Got a new conflict that needs resolved. thanks @smithto1 