DOC: `DataFrame.reindex` columns filling
- [x] I have checked that this issue has not already been reported.

- [x] I have confirmed this bug exists on the latest version of pandas.

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

---

#### Code Sample, a copy-pastable example

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

frame = pd.DataFrame( np.arange(9).reshape( (3, 3) ), index=['a', 'c', 'd'], columns=['Caladan', 'Corrin', 'Ix'] )
"""
   Caladan  Corrin  Ix
a        0       1   2
c        3       4   5
d        6       7   8
"""

frame.reindex(index=['a','b','c','d'],columns=["Caladan","CZ","Ix"],method="ffill")

"""
comment: this is OK
   Caladan  CZ  Ix
a        0 NaN   2
b        0 NaN   2
c        3 NaN   5
d        6 NaN   8
"""

frame.reindex(index=['a','b','c','d'],columns=["Caladan","DZ","Ix"],method="ffill")
"""
comment: OK this is weird...
   Caladan  DZ  Ix
a        0   1   2
b        0   1   2
c        3   4   5
d        6   7   8
"""

frame.reindex(index=['a','b','c','d'],columns=["Caladan","TZ","Ix"],method="ffill")
"""
comment: wat?
   Caladan  TZ  Ix
a        0   2   2
b        0   2   2
c        3   5   5
d        6   8   8
"""
```

#### Problem description

`DataFrame.reindex`, when changing columns labeling, if column name is unknown it should not fill that column, even though it does. Besides, it has different behaviors depending on the new column name, which is even stranger.

#### Expected Output

New column not filled; same behavior when varying the name of new column/s.

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

<details>

INSTALLED VERSIONS
------------------
commit           : 7d32926db8f7541c356066dcadabf854487738de
python           : 3.8.5.final.0
python-bits      : 64
OS               : Linux
OS-release       : 5.4.72-microsoft-standard-WSL2
Version          : #1 SMP Wed Oct 28 23:40:43 UTC 2020
machine          : x86_64
processor        : x86_64
byteorder        : little
LC_ALL           : None
LANG             : en_US.UTF-8
LOCALE           : en_US.UTF-8

pandas           : 1.2.3
numpy            : 1.20.1
pytz             : 2021.1
dateutil         : 2.8.1
pip              : 20.0.2
setuptools       : 45.2.0
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : None
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : 2.11.3
IPython          : 7.13.0
pandas_datareader: None
bs4              : None
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : 3.3.4
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pyxlsb           : None
s3fs             : None
scipy            : 1.6.1
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : None

</details>
