../../env3.8/lib/python3.8/site-packages/pandas/core/groupby/groupby.py:859: in apply
    result = self._python_apply_general(f, self._selected_obj)
../../env3.8/lib/python3.8/site-packages/pandas/core/groupby/groupby.py:894: in _python_apply_general
    return self._wrap_applied_output(
../../env3.8/lib/python3.8/site-packages/pandas/core/groupby/generic.py:1230: in _wrap_applied_output
    return self._concat_objects(keys, values, not_indexed_same=not_indexed_same)
../../env3.8/lib/python3.8/site-packages/pandas/core/groupby/groupby.py:1145: in _concat_objects
    result = concat(
../../env3.8/lib/python3.8/site-packages/pandas/core/reshape/concat.py:274: in concat
    op = _Concatenator(
../../env3.8/lib/python3.8/site-packages/pandas/core/reshape/concat.py:454: in __init__
    self.new_axes = self._get_new_axes()
../../env3.8/lib/python3.8/site-packages/pandas/core/reshape/concat.py:519: in _get_new_axes
    return [
../../env3.8/lib/python3.8/site-packages/pandas/core/reshape/concat.py:520: in <listcomp>
    self._get_concat_axis() if i == self.bm_axis else self._get_comb_axis(i)
../../env3.8/lib/python3.8/site-packages/pandas/core/reshape/concat.py:576: in _get_concat_axis
    concat_axis = _make_concat_multiindex(
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ 

indexes = [RangeIndex(start=0, stop=2, step=1), RangeIndex(start=0, stop=1, step=1), RangeIndex(start=0, stop=1, step=1)]
keys = Index(['a', 'b', nan], dtype='object', name='groups')
levels = [Index(['a', 'b', nan], dtype='object', name='groups')]
names = ['groups']

    def _make_concat_multiindex(indexes, keys, levels=None, names=None) -> MultiIndex:
    
        if (levels is None and isinstance(keys[0], tuple)) or (
            levels is not None and len(levels) > 1
        ):
            zipped = list(zip(*keys))
            if names is None:
                names = [None] * len(zipped)
    
            if levels is None:
                _, levels = factorize_from_iterables(zipped)
            else:
                levels = [ensure_index(x) for x in levels]
        else:
            zipped = [keys]
            if names is None:
                names = [None]
    
            if levels is None:
                levels = [ensure_index(keys)]
            else:
                levels = [ensure_index(x) for x in levels]
    
        if not all_indexes_same(indexes):
            codes_list = []
    
            # things are potentially different sizes, so compute the exact codes
            # for each level and pass those to MultiIndex.from_arrays
    
            for hlevel, level in zip(zipped, levels):
                to_concat = []
                for key, index in zip(hlevel, indexes):
                    mask = level == key
                    if not mask.any():
>                       raise ValueError(f"Key {key} not in level {level}")
E                       ValueError: Key nan not in level Index(['a', 'b', nan], dtype='object', name='groups')

../../env3.8/lib/python3.8/site-packages/pandas/core/reshape/concat.py:631: ValueError