DOC: Update Indexing user guide
### 

- [X] I have checked that the issue still exists on the latest versions of the docs on `master` [here](https://pandas.pydata.org/docs/dev/)


### Location of the documentation

https://pandas.pydata.org/docs/user_guide/indexing.html#indexing-with-list-with-missing-labels-is-deprecated

### Documentation problem

The `Warning` doesn't explicitly state a `KeyError` will be raised.

The last example displays behaviour exhibited prior to deprecation; a KeyError is now raised.

### Suggested fix for documentation

Using .loc or [] with a list with one or more missing labels will now raise a ``KeyError``—use ``.reindex`` instead.

The last example (*with the warning*) will no longer be required.