What to do with future Ambiguity Error about overlapping names when sorting?
xref https://github.com/pandas-dev/pandas/pull/17361

```
In [24]: df = pd.DataFrame({"a": [1, 2], "b": [3, 4]}, index=pd.Index([1, 2], name='a'))

In [25]: df.sort_values(['a', 'b'])
/Users/taugspurger/.virtualenvs/pandas-dev/bin/ipython:1: FutureWarning: 'a' is both an index level and a column label.
Defaulting to column, but this will raise an ambiguity error in a future version
  #!/Users/taugspurger/Envs/pandas-dev/bin/python3
Out[25]:
   a  b
a
1  1  3
2  2  4
```

What should the user do in this situation? Should we provide a keyword to disambiguate? A literal like `pd.ColumnLabel('a')` or `pd.IndexName('a')`? Or do we require that they rename an index or column? Right now, they're essentially stuck with the last one. If we want to discourage that, then I suppose that's OK. But it's somewhat common to end up with overlapping names, from e.g. a groupby.

cc @jmmease 