BUG: DataFrameGroupBy.transform with axis=1 fails
The following seems to happen on all transform groupby kernels:

```
df = DataFrame({"A": [1, 2, 3], "B": [4, 5, 6]})
df.groupby([1, 1], axis=1).transform("shift")
```

results in `ValueError: Length mismatch: Expected axis has 2 elements, new values have 3 elements`.

I think the issue is in `pandas.core.groupby.generic._wrap_transformed_output`; this method does not take into account `self.axis` when wrapping the output. All that needs to happen is `result = result.T` and to use the index labels rather than the column labels for `columns` there.