Index union sort hack

[toobaz]

• closes Union of indexes of tuples is not sorted #17376
• tests added / passed
• passes git diff master -u -- "*.py" | flake8 --diff
• whatsnew entry

This is an attempt to adapt #17378 according to @gfyoung 's suggestions.

(I do plan to investigate more in depth the problem in Windows, I just won't be able to do it soon)

[gfyoung]

@toobaz : Just to confirm: does this supersede #17378 (i.e. should we close that?)

Curious to see if AppVeyor will be more accommodating to this PR.

[toobaz]

@toobaz : Quick question: does this supersede #17378 (i.e. should we close that?)

... if this passes tests, I guess we will.

[gfyoung]

...if this passes tests, I guess we will.

That's a good enough answer for me. 👍

[jreback]

closing as stale, if you want to continue working, pls ping and we can re-open. you will need to merge master.