BUG: rename fails when using level
### 

- [X] I have checked that this issue has not already been reported.

- [X] I have confirmed this bug exists on the [latest version](https://pandas.pydata.org/docs/whatsnew/index.html) of pandas.

- [ ] I have confirmed this bug exists on the master branch of pandas.


### Reproducible Example

```python
import pandas as pd
import numpy as np

arrays = [
        ["bar", "bar", "baz", "baz", "foo", "foo", "qux", "qux"],
        ["one", "two", "one", "two", "one", "two", "one", "two"],
]
tuples = list(zip(*arrays))
index = pd.MultiIndex.from_tuples(tuples, names=["first", "second"])
s = pd.Series(np.random.randn(8), index=index)
s.rename(index={'one': 'yes'}, level='second', errors='raise')
```


### Issue Description

`rename` does never find index values when using the `level` parameter to replace. When adding `errors='raise'`, we get the following error:
```
Traceback (most recent call last):
  File "/Users/bustawin/repos/venvs/bicing/lib/python3.9/site-packages/IPython/core/interactiveshell.py", line 3441, in run_code
    exec(code_obj, self.user_global_ns, self.user_ns)
  File "<ipython-input-15-54b8de4a3511>", line 1, in <module>
    s.rename(index={'one': 'yes'}, level=1, errors='raise')
  File "/Users/bustawin/repos/venvs/bicing/lib/python3.9/site-packages/pandas/core/series.py", line 4518, in rename
    return super().rename(
  File "/Users/bustawin/repos/venvs/bicing/lib/python3.9/site-packages/pandas/core/generic.py", line 1154, in rename
    raise KeyError(f"{missing_labels} not found in axis")
KeyError: "['one'] not found in axis"
```

The example dataframe is taken from the [multi-index guide](https://pandas.pydata.org/docs/user_guide/advanced.html#creating-a-multiindex-hierarchical-index-object).

### Expected Behavior

The above should have produced the following dataframe:
```
first  second
bar    yes       0.220890
       two      -1.497161
baz    yes       0.589343
       two      -0.604643
foo    yes       0.090448
       two       0.373825
qux    yes       1.366876
       two       1.460868
```

### Installed Versions

<details>

INSTALLED VERSIONS
------------------
commit           : 73c68257545b5f8530b7044f56647bd2db92e2ba
python           : 3.9.7.final.0
python-bits      : 64
OS               : Darwin
OS-release       : 20.6.0
Version          : Darwin Kernel Version 20.6.0: Mon Aug 30 06:12:21 PDT 2021; root:xnu-7195.141.6~3/RELEASE_X86_64
machine          : x86_64
processor        : i386
byteorder        : little
LC_ALL           : en_US.UTF-8
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8
pandas           : 1.3.3
numpy            : 1.21.2
pytz             : 2021.1
dateutil         : 2.8.2
pip              : 21.1.3
setuptools       : 57.0.0
Cython           : None
pytest           : 6.2.5
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.6.3
html5lib         : None
pymysql          : None
psycopg2         : 2.9.1 (dt dec pq3 ext lo64)
jinja2           : 3.0.1
IPython          : 7.27.0
pandas_datareader: None
bs4              : 4.9.3
bottleneck       : None
fsspec           : 2021.08.1
fastparquet      : None
gcsfs            : None
matplotlib       : 3.4.3
numexpr          : 2.7.3
odfpy            : None
openpyxl         : 3.0.7
pandas_gbq       : None
pyarrow          : 5.0.0
pyxlsb           : None
s3fs             : None
scipy            : 1.7.1
sqlalchemy       : 1.3.24
tables           : None
tabulate         : 0.8.9
xarray           : None
xlrd             : None
xlwt             : None
numba            : 0.53.1


</details>
