DataFrame.sort_index by Level Name Incorrect After Unstack/Swaplevel
This is a very obscure issue but I think it is responsible for things getting out of whack in #20945

```python
In [1]: mi = pd.MultiIndex.from_product([[0], ['d', 'c']], names=['bar', 'baz'])
In [2]: df = pd.DataFrame([[0, 2], [1, 3]], index=mi, columns=['B', 'A'])
In [3]: df.columns.name = 'foo'

In [4]: df
Out[4]: 
foo      B  A
bar baz      
0   d    0  2
    c    1  3

In [5]: df.unstack().swaplevel(axis=1)
Out[5]: 
baz  c  d  c  d
foo  B  B  A  A
bar            
0    1  0  3  2

In [6]: df.unstack().swaplevel(axis=1).sort_index(axis=1, level=0)
Out[6]: 
baz  c     d   
foo  A  B  A  B  # Here subsequent levels get sorted
bar            
0    3  1  2  0

In [7]: df.unstack().swaplevel(axis=1).sort_index(axis=1, level='baz')
Out[7]: 
baz  c     d   
foo  B  A  B  A  # Here subsequent levels aren't getting sorted
bar            
0    1  3  0  2
```

If the DataFrame in step 5 above was constructed directly, the sorting would be the same regardless of whether or not you used the level index or label:

```python
In [1]: mi = pd.MultiIndex.from_tuples([('c', 'B'), ('d', 'B'), ('c', 'A'), ('d', 'A')], names=['baz', 'foo'])
In [2]: df = pd.DataFrame([[1, 0, 3, 2]], columns=mi, index=pd.Index([0], name='bar'))
In [3]: df  # Same as step 5 in above example
Out[3]: 
baz  c  d  c  d
foo  B  B  A  A
bar            
0    1  0  3  2

In [4]: df.sort_index(axis=1, level=0)
Out[4]: 
baz  c     d   
foo  A  B  A  B
bar            
0    3  1  2  0

In [5]: df.sort_index(axis=1, level='baz')
Out[5]: 
baz  c     d   
foo  A  B  A  B  # Sort is the same as item above, regardless of using label or not
bar            
0    3  1  2  0
```

Note that this only happened when doing the `unstack`  and `swaplevel` together. My original thought was that the latter would be solely responsible, but I could not reproduce the issue using just that alone, so I'm assuming the former is mutating some kind of state of the MultiIndex?

<details>

INSTALLED VERSIONS
------------------
commit: eff1faf2729fa0fb0c2d7913107201e475de33d6
python: 3.6.4.final.0
python-bits: 64
OS: Darwin
OS-release: 17.5.0
machine: x86_64
processor: i386
byteorder: little
LC_ALL: None
LANG: en_US.UTF-8
LOCALE: en_US.UTF-8

pandas: 0.23.0rc2+27.geff1faf27
pytest: 3.4.1
pip: 9.0.1
setuptools: 38.5.1
Cython: 0.27.3
numpy: 1.14.1
scipy: 1.0.0
pyarrow: None
xarray: None
IPython: 6.2.1
sphinx: 1.7.0
patsy: None
dateutil: 2.6.1
pytz: 2018.3
blosc: None
bottleneck: None
tables: None
numexpr: 2.6.5
feather: None
matplotlib: 2.1.2
openpyxl: 2.5.0
xlrd: 1.1.0
xlwt: 1.3.0
xlsxwriter: 1.0.2
lxml: 4.1.1
bs4: 4.6.0
html5lib: 1.0.1
sqlalchemy: 1.2.5
pymysql: None
psycopg2: 2.7.4 (dt dec pq3 ext lo64)
jinja2: 2.10
s3fs: None
fastparquet: None
pandas_gbq: None
pandas_datareader: None

</details>