MultiIndex-Columns Integer and String: Column level 1 not accessable after a using append multiple times
#### Code Sample, a copy-pastable example if possible

```python
import pandas as pd
pd.show_versions()

# Create Multi-Index
df = pd.DataFrame({'col1':[1,2,3], 'col2':[11,12,13]})
df = pd.concat([df], keys=['multi'], names=['level1'], axis=1)


for i in range(100):
    df[i, 'colA'] = 10
    a = pd.DataFrame({'col1':[1,2,3], 'col2':[11,12,13]})
    a = pd.concat([a], keys=['multi'], names=['level1'], axis=1)
    df = df.append(a, ignore_index=True)
    print(df['multi'])

```
#### Problem description

Raises an exception "KeyError: 'multi' ", although this should perfectly work, as the key "Multi" exists, e.g when printing df.columns.

The most strange thing is:
- The step in which this exception is raised depends on the Name of the key "Multi".. Sometimes 2nd loop, sometimes 6th,...
- During the first loop it works perfectly and prints the df

However it has to do something with using "integer" and "string" column-names for level1 --- if i use an integer, e.g. -1 instead of "Multi", this seems to work.

#### Expected Output
 
It prints 100 times the dataframe


#### Output of ``pd.show_versions()``

<details>
INSTALLED VERSIONS
------------------
commit           : None
python           : 3.7.1.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
machine          : AMD64
processor        : Intel64 Family 6 Model 142 Stepping 9, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : None.None

pandas           : 0.25.3
numpy            : 1.17.4
pytz             : 2019.3
dateutil         : 2.8.1
pip              : 19.3.1
setuptools       : 39.0.1
Cython           : None
pytest           : 5.2.2
hypothesis       : None
sphinx           : 2.2.1
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.10.3
IPython          : None
pandas_datareader: None
bs4              : None
bottleneck       : None
fastparquet      : None
gcsfs            : None
lxml.etree       : None
matplotlib       : None
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
xarray           : None
xlrd             : None
xlwt             : None
xlsxwriter       : None

</details>
