BUG: multi level index may throws KeyError with a number instead of specified keys

[unarist]

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

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

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

Reproducible Example

>>> import pandas as pd
>>> df = pd.DataFrame({('A', 'a') : [1], ('A', 'b') : [2], ('B', 'c') : [3], ('B', 'd') : [4]})
>>> df
   A     B
   a  b  c  d
0  1  2  3  4
>>> df[('A', 'c')]
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/usr/local/lib/python3.8/site-packages/pandas/core/frame.py", line 3457, in __getitem__
    return self._getitem_multilevel(key)
  File "/usr/local/lib/python3.8/site-packages/pandas/core/frame.py", line 3508, in _getitem_multilevel
    loc = self.columns.get_loc(key)
  File "/usr/local/lib/python3.8/site-packages/pandas/core/indexes/multi.py", line 2932, in get_loc
    return self._engine.get_loc(key)
  File "pandas/_libs/index.pyx", line 725, in pandas._libs.index.BaseMultiIndexCodesEngine.get_loc
  File "pandas/_libs/index.pyx", line 76, in pandas._libs.index.IndexEngine.get_loc
  File "pandas/_libs/index.pyx", line 108, in pandas._libs.index.IndexEngine.get_loc
  File "pandas/_libs/hashtable_class_helper.pxi", line 1832, in pandas._libs.hashtable.UInt64HashTable.get_item
  File "pandas/_libs/hashtable_class_helper.pxi", line 1841, in pandas._libs.hashtable.UInt64HashTable.get_item
KeyError: 11

Issue Description

The example throws KeyError with mysterious number 11 instead of specified keys ('A', 'c').

It seems that multi-level index throws:

• KeyError <keys> if some of keys are invalid in their level (OK)
• KeyError <number> if keys are valid for their level, but the combination is wrong (??)

I think this behavior is because of the lack of catch for self._base.get_loc:

pandas/pandas/_libs/index.pyx

Lines 711 to 725 in 945c9ed

	def get_loc(self, object key):
	if is_definitely_invalid_key(key):
	raise TypeError(f"'{key}' is an invalid key")
	if not isinstance(key, tuple):
	raise KeyError(key)
	try:
	indices = [0 if checknull(v) else lev.get_loc(v) + 1
	for lev, v in zip(self.levels, key)]
	except KeyError:
	raise KeyError(key)
	# Transform indices into single integer:
	lab_int = self._codes_to_ints(np.array(indices, dtype='uint64'))
	return self._base.get_loc(self, lab_int)

Expected Behavior

It should throw KeyError: ('A', 'c') even if all keys are valid for their levels.

Installed Versions

INSTALLED VERSIONS

commit : 945c9ed
python : 3.8.12.final.0
python-bits : 64
OS : Linux
OS-release : 5.10.47-linuxkit
Version : #1 SMP Sat Jul 3 21:51:47 UTC 2021
machine : x86_64
processor :
byteorder : little
LC_ALL : None
LANG : C.UTF-8
LOCALE : en_US.UTF-8

pandas : 1.3.4
numpy : 1.21.3
pytz : 2021.3
dateutil : 2.8.2
pip : 21.2.4
setuptools : 57.5.0
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 : None
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
pyxlsb : None
s3fs : None
scipy : None
sqlalchemy : None
tables : None
tabulate : None
xarray : None
xlrd : None
xlwt : None
numba : None

[lukemanley]

This now raises KeyError: ('A', 'c') on main and looks like it was fixed and tested in #52194