BUG: Shift on a group column when column name is a tuple-of-tuples results in NumPy VisibleDeprecationWarning
- [+] I have checked that this issue has not already been reported.

- [+] I have confirmed this bug exists on the latest version of pandas.

- [+] (optional) I have confirmed this bug exists on the master branch of pandas.

---

#### Code Sample, a copy-pastable example

```python
import pandas as pd
import numpy as np

np.warnings.filterwarnings('error', category=np.VisibleDeprecationWarning) 

tuple_column =      ('A', ('B', 2),)
df =                pd.DataFrame({tuple_column: [1]}, index=['q'])
grp =               df.groupby(level=0)
df[tuple_column] =  grp[[tuple_column]].shift()
```

#### Problem description

Shifting a group that has a column name as tuple-of-tuples gives VisibleDeprecationWarning.

>  File "C:\Python\lib\site-packages\pandas\core\groupby\groupby.py", line 2562, in shift
    return self._get_cythonized_result(
  File "C:\Python\lib\site-packages\pandas\core\groupby\groupby.py", line 2457, in _get_cythonized_result
    for idx, obj in enumerate(self._iterate_slices()):
  File "C:\Python\lib\site-packages\pandas\core\groupby\generic.py", line 998, in _iterate_slices
    obj = self._selected_obj
  File "pandas\_libs\properties.pyx", line 33, in pandas._libs.properties.CachedProperty.__get__
  File "C:\Python\lib\site-packages\pandas\core\groupby\groupby.py", line 641, in _selected_obj
    return self.obj[self._selection]
  File "C:\Python\lib\site-packages\pandas\core\frame.py", line 2889, in __getitem__
    if com.is_bool_indexer(key):
  File "C:\Python\lib\site-packages\pandas\core\common.py", line 142, in is_bool_indexer
    arr = np.asarray(key)
  File "C:\Python\lib\site-packages\numpy\core\_asarray.py", line 83, in asarray
    return array(a, dtype, copy=False, order=order)

> C:\Python\lib\site-packages\numpy\core\_asarray.py:83: VisibleDeprecationWarning: Creating an ndarray from ragged nested sequences (which is a list-or-tuple of lists-or-tuples-or ndarrays with different lengths or shapes) is deprecated. If you meant to do this, you must specify 'dtype=object' when creating the ndarray

#### Expected Output

No VisibleDeprecationWarning triggered.

#### Output of ``pd.show_versions()``

<details>
commit           : 6302f7b98ad24adda2d5a98fef3956f04f28039d
python           : 3.8.5.final.0
python-bits      : 64
OS               : Windows
OS-release       : 10
Version          : 10.0.18362
machine          : AMD64
processor        : Intel64 Family 6 Model 60 Stepping 3, GenuineIntel
byteorder        : little
LC_ALL           : None
LANG             : None
LOCALE           : English_United Kingdom.1252

pandas           : 1.1.0rc0+8.g6302f7b98
numpy            : 1.19.1
pytz             : 2020.1
dateutil         : 2.8.1
pip              : 20.1.1
setuptools       : 49.2.0
Cython           : None
pytest           : None
hypothesis       : None
sphinx           : None
blosc            : None
feather          : None
xlsxwriter       : None
lxml.etree       : 4.5.2
html5lib         : None
pymysql          : None
psycopg2         : None
jinja2           : None
IPython          : None
pandas_datareader: None
bs4              : 4.9.1
bottleneck       : None
fsspec           : None
fastparquet      : None
gcsfs            : None
matplotlib       : 3.3.0rc1+439.g7e9530338
numexpr          : None
odfpy            : None
openpyxl         : None
pandas_gbq       : None
pyarrow          : None
pytables         : None
pyxlsb           : None
s3fs             : None
scipy            : None
sqlalchemy       : None
tables           : None
tabulate         : None
xarray           : None
xlrd             : None
xlwt             : None
numba            : 0.50.1
</details>
