Merge remote-tracking branch 'upstream/master' into 37550

# Conflicts: # doc/source/whatsnew/v1.3.0.rst # pandas/core/indexing.py
pandas-dev · jreback · Dec 13, 2021 · Nov 3, 2020 · Nov 6, 2020 · Nov 6, 2020
commit 56f4f76dd38ba9ab780bdfcee241e1be1bc4c030
diff --git a/doc/source/whatsnew/v1.3.0.rst b/doc/source/whatsnew/v1.3.0.rst
@@ -1033,10 +1033,11 @@ Indexing
 - Bug in setting ``numpy.timedelta64`` values into an object-dtype :class:`Series` using a Boolean indexer (:issue:`39488`)
 - Bug in setting numeric values into a into a boolean-dtypes :class:`Series` using ``at`` or ``iat`` failing to cast to object-dtype (:issue:`39582`)
 - Bug in :meth:`DataFrame.__setitem__` and :meth:`DataFrame.iloc.__setitem__` raising ``ValueError`` when trying to index with a row-slice and setting a list as values (:issue:`40440`)
-- Bug in :meth:`DataFrame.loc` not raising ``KeyError`` when key was not found in :class:`MultiIndex` when levels contain more values than used (:issue:`41170`)
-- Bug in :meth:`DataFrame.loc.__setitem__` when setting-with-expansion incorrectly raising when the index in the expanding axis contains duplicates (:issue:`40096`)
-- Bug in :meth:`DataFrame.loc` incorrectly matching non-boolean index elements (:issue:`20432`)
-- Bug in :meth:`DataFrame.loc.__setitem__` changing dtype when indexer was completely ``False`` (:issue:`37550`)
+- Bug in :meth:`DataFrame.loc` not raising ``KeyError`` when the key was not found in :class:`MultiIndex` and the levels were not fully specified (:issue:`41170`)
+- Bug in :meth:`DataFrame.loc.__setitem__` when setting-with-expansion incorrectly raising when the index in the expanding axis contained duplicates (:issue:`40096`)
+- Bug in :meth:`DataFrame.loc.__getitem__` with :class:`MultiIndex` casting to float when at least one index column has float dtype and we retrieve a scalar (:issue:`41369`)
+- Bug in :meth:`DataFrame.loc` incorrectly matching non-Boolean index elements (:issue:`20432`)
+- Bug in indexing with ``np.nan`` on a :class:`Series` or :class:`DataFrame` with a :class:`CategoricalIndex` incorrectly raising ``KeyError`` when ``np.nan`` keys are present (:issue:`41933`)
 - Bug in :meth:`Series.__delitem__` with ``ExtensionDtype`` incorrectly casting to ``ndarray`` (:issue:`40386`)
 - Bug in :meth:`DataFrame.at` with a :class:`CategoricalIndex` returning incorrect results when passed integer keys (:issue:`41846`)
 - Bug in :meth:`DataFrame.loc` returning a :class:`MultiIndex` in the wrong order if an indexer has duplicates (:issue:`40978`)

diff --git a/pandas/core/indexing.py b/pandas/core/indexing.py
@@ -1732,6 +1732,14 @@ def _setitem_with_indexer_split_path(self, indexer, value, name: str):
                     "when setting with an iterable"
                 )
 
+            elif lplane_indexer == 0 and len(value) == len(self.obj.index):
+                # We get here in one case via .loc with a all-False mask
+                pass
+
+            elif self._is_scalar_access(indexer):
+                # We are setting nested data
+                self._setitem_single_column(indexer[1], value, pi)
+
             elif len(ilocs) == len(value):
                 # We are setting multiple columns in a single row.
                 for loc, v in zip(ilocs, value):