BUG: read_csv raises IndexError when index_col is passed

[robertwb]

• I have checked that this issue has not already been reported.

• I have confirmed this bug exists on the latest version of pandas.

• (optional) I have confirmed this bug exists on the master branch of pandas.

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Code Sample, a copy-pastable example

import io
import pandas as pd

pd.read_csv(io.StringIO('a0, a1, a2\n    b0, b1, b2\n'), header=[0, 1], index_col=0)

Problem description

This is a legal, if empty, csv. Note that variations such as

pd.read_csv(io.StringIO('a0, a1, a2\n'), header=[0], index_col=0),
pd.read_csv(io.StringIO('a0, a1, a2\n b0, b1, b2\n'), header=[0, 1]), and
pd.read_csv(io.StringIO('a0, a1, a2\n b0, b1, b2\ndata,data'), header=[0, 1], index_col=0) work fine.

Expected Output

Empty DataFrame
Columns: [( a1,  b1), ( a2,  b2)]
Index: []

Output of pd.show_versions()

INSTALLED VERSIONS

commit : 67a3d42
python : 3.9.0.final.0
python-bits : 64
OS : Darwin
OS-release : 19.6.0
Version : Darwin Kernel Version 19.6.0: Thu Jun 18 20:49:00 PDT 2020; root:xnu-6153.141.1~1/RELEASE_X86_64
machine : x86_64
processor : i386
byteorder : little
LC_ALL : None
LANG : en_US.UTF-8
LOCALE : en_US.UTF-8

pandas : 1.1.4
numpy : 1.19.4
pytz : 2020.4
dateutil : 2.8.1
pip : 20.2.3
setuptools : 49.2.1
Cython : None
pytest : None
hypothesis : None
sphinx : None
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : None
pymysql : None
psycopg2 : None
jinja2 : None
IPython : 7.19.0
pandas_datareader: None
bs4 : None
bottleneck : None
fsspec : None
fastparquet : None
gcsfs : None
matplotlib : None
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pytables : None
pyxlsb : None
s3fs : None
scipy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
xlwt : None
numba : None