BUG: DataFrame.groupby(., dropna=True, axis=0) incorrectly throws ShapeError [RESUBMIT]
- [x] closes #35612
- [x] tests added / passed
- [x] passes `black pandas`
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
- [x] whatsnew entry

Resubmitting #35751 to see if I can get to green here