Construction of Series from dict containing NaN as key
- [x] closes #18480
closes #18515

- [x] tests added / passed
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

This is also a prerequisite for fixing #18455 (which is a prerequisite for fixing #18460 ). The workaround to #18485 is annoying, but it is easy to remove it when the bug is fixed.