BUG: IndexError when slicing a series, if a level of MultiIndex contains only NaN values

[sziem]

• 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.

---

Code Sample, a copy-pastable example

import pandas as pd

s = pd.Series([0, 1], index=[[pd.NA, pd.NA], ["bar", "baz"]])
s.loc[pd.IndexSlice[:, "bar"]]

Traceback

---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)
<ipython-input-1-c6419722729f> in <module>
      2 
      3 s = pd.Series([0, 1], index=[[pd.NA, pd.NA], ["bar", "baz"]])
----> 4 s.loc[pd.IndexSlice[:, "bar"]]

~/.cache/pypoetry/virtualenvs/env-d6X_GUCN-py3.9/lib/python3.9/site-packages/pandas/core/indexing.py in __getitem__(self, key)
    887                     # AttributeError for IntervalTree get_value
    888                     return self.obj._get_value(*key, takeable=self._takeable)
--> 889             return self._getitem_tuple(key)
    890         else:
    891             # we by definition only have the 0th axis

~/.cache/pypoetry/virtualenvs/env-d6X_GUCN-py3.9/lib/python3.9/site-packages/pandas/core/indexing.py in _getitem_tuple(self, tup)
   1058     def _getitem_tuple(self, tup: Tuple):
   1059         with suppress(IndexingError):
-> 1060             return self._getitem_lowerdim(tup)
   1061 
   1062         # no multi-index, so validate all of the indexers

~/.cache/pypoetry/virtualenvs/env-d6X_GUCN-py3.9/lib/python3.9/site-packages/pandas/core/indexing.py in _getitem_lowerdim(self, tup)
    789         # we may have a nested tuples indexer here
    790         if self._is_nested_tuple_indexer(tup):
--> 791             return self._getitem_nested_tuple(tup)
    792 
    793         # we maybe be using a tuple to represent multiple dimensions here

~/.cache/pypoetry/virtualenvs/env-d6X_GUCN-py3.9/lib/python3.9/site-packages/pandas/core/indexing.py in _getitem_nested_tuple(self, tup)
    845                 raise ValueError("Too many indices")
    846             with suppress(IndexingError):
--> 847                 return self._handle_lowerdim_multi_index_axis0(tup)
    848 
    849             # this is a series with a multi-index specified a tuple of

~/.cache/pypoetry/virtualenvs/env-d6X_GUCN-py3.9/lib/python3.9/site-packages/pandas/core/indexing.py in _handle_lowerdim_multi_index_axis0(self, tup)
   1078         try:
   1079             # fast path for series or for tup devoid of slices
-> 1080             return self._get_label(tup, axis=axis)
   1081         except (TypeError, InvalidIndexError):
   1082             # slices are unhashable

~/.cache/pypoetry/virtualenvs/env-d6X_GUCN-py3.9/lib/python3.9/site-packages/pandas/core/indexing.py in _get_label(self, label, axis)
   1071     def _get_label(self, label, axis: int):
   1072         # GH#5667 this will fail if the label is not present in the axis.
-> 1073         return self.obj.xs(label, axis=axis)
   1074 
   1075     def _handle_lowerdim_multi_index_axis0(self, tup: Tuple):

~/.cache/pypoetry/virtualenvs/env-d6X_GUCN-py3.9/lib/python3.9/site-packages/pandas/core/generic.py in xs(self, key, axis, level, drop_level)
   3731         if isinstance(index, MultiIndex):
   3732             try:
-> 3733                 loc, new_index = index._get_loc_level(
   3734                     key, level=0, drop_level=drop_level
   3735                 )

~/.cache/pypoetry/virtualenvs/env-d6X_GUCN-py3.9/lib/python3.9/site-packages/pandas/core/indexes/multi.py in _get_loc_level(self, key, level, drop_level)
   3064                     indexer = slice(None, None)
   3065                 ilevels = [i for i in range(len(key)) if key[i] != slice(None, None)]
-> 3066                 return indexer, maybe_mi_droplevels(indexer, ilevels, drop_level)
   3067         else:
   3068             indexer = self._get_level_indexer(key, level=level)

~/.cache/pypoetry/virtualenvs/env-d6X_GUCN-py3.9/lib/python3.9/site-packages/pandas/core/indexes/multi.py in maybe_mi_droplevels(indexer, levels, drop_level)
   2981             for i in sorted(levels, reverse=True):
   2982                 try:
-> 2983                     new_index = new_index._drop_level_numbers([i])
   2984                 except ValueError:
   2985 

~/.cache/pypoetry/virtualenvs/env-d6X_GUCN-py3.9/lib/python3.9/site-packages/pandas/core/indexes/base.py in _drop_level_numbers(self, levnums)
   1639             # set nan if needed
   1640             mask = new_codes[0] == -1
-> 1641             result = new_levels[0].take(new_codes[0])
   1642             if mask.any():
   1643                 result = result.putmask(mask, np.nan)

~/.cache/pypoetry/virtualenvs/env-d6X_GUCN-py3.9/lib/python3.9/site-packages/pandas/core/indexes/base.py in take(self, indices, axis, allow_fill, fill_value, **kwargs)
    749         # Note: we discard fill_value and use self._na_value, only relevant
    750         #  in the case where allow_fill is True and fill_value is not None
--> 751         taken = algos.take(
    752             self._values, indices, allow_fill=allow_fill, fill_value=self._na_value
    753         )

~/.cache/pypoetry/virtualenvs/env-d6X_GUCN-py3.9/lib/python3.9/site-packages/pandas/core/algorithms.py in take(arr, indices, axis, allow_fill, fill_value)
   1655     else:
   1656         # NumPy style
-> 1657         result = arr.take(indices, axis=axis)
   1658     return result
   1659 

IndexError: cannot do a non-empty take from an empty axes.

Problem description

The example runs as expected, when the index contains a non-NaN value such as "foo"

import pandas as pd

s3 = pd.Series([0, 1], index=[[pd.NA, "foo"], ["bar", "baz"]])
s3[pd.IndexSlice[:, "bar"]]

Expected Output

Output identical to
pd.Series(0, index=[pd.NA])

Output of pd.show_versions()

INSTALLED VERSIONS

commit : 2cb9652
python : 3.9.5.final.0
python-bits : 64
OS : Linux
OS-release : 5.10.41-1-MANJARO
Version : #1 SMP PREEMPT Fri May 28 19:10:32 UTC 2021
machine : x86_64
processor :
byteorder : little
LC_ALL : None
LANG : en_US.utf8
LOCALE : en_US.UTF-8

pandas : 1.2.4
numpy : 1.20.3
pytz : 2021.1
dateutil : 2.8.1
pip : 21.0.1
setuptools : 54.1.2
Cython : None
pytest : 6.2.4
hypothesis : 6.14.0
sphinx : 3.5.4
blosc : None
feather : None
xlsxwriter : None
lxml.etree : None
html5lib : 1.1
pymysql : None
psycopg2 : None
jinja2 : 3.0.1
IPython : 7.24.1
pandas_datareader: None
bs4 : None
bottleneck : None
fsspec : None
fastparquet : None
gcsfs : None
matplotlib : 3.4.2
numexpr : None
odfpy : None
openpyxl : None
pandas_gbq : None
pyarrow : None
pyxlsb : None
s3fs : None
scipy : 1.6.3
sqlalchemy : None
tables : None
tabulate : 0.8.9
xarray : None
xlrd : None
xlwt : None
numba : None

[jreback]

try on 1.3.0rc1

[sziem]

I get the same error on 1.3.0rc1