REGR: fillna not filling NaNs after pivot without explicitly listing pivot values
- [ ] closes #36495

alternative to #34407 that only restores `self._consolidate_inplace()` to fix reported regression in #36495

This WILL fail see https://github.com/pandas-dev/pandas/pull/34407#issuecomment-699488350 and https://github.com/pandas-dev/pandas/pull/34407#issuecomment-699495512

if all green apart from those two failures can then maybe revert #35839 and #35854