CI: Fix doctests
- [x] closes #42798
- [x] tests added / passed
- [x] Ensure all linting tests pass, see [here](https://pandas.pydata.org/pandas-docs/dev/development/contributing.html#code-standards) for how to run them

Fixes three doctest failures on master. 

One is from #42569, where name is no longer preserved when passing a named Index into `.loc`. We want to preserve the name when passed an Index (this was documented), but certainly not a boolean Series mask. Not certain if there are cases outside of Index where it should be preserved. cc @jbrockmendel