ENH: change sort behavior in stack() so it's user-directed
https://github.com/pandas-dev/pandas/blob/bfac13628394ac7317bb94833319bd6bf87603af/pandas/core/reshape/reshape.py#L623

**Is your feature request related to a problem?**
I need a multiindex dataframe to stack in a specific order. I also need the columns to fail the `this.columns.is_lexsorted()` test (the duplicated column names are how I'm merging the data while stacking it, as a workaround to not being able to get a `linspace` result out of the `rolling` method). Currently, the `sort_index` method is causing the dataframe to reorder alphabetically, which is *not* the order I need it to stack in. 

**Describe the solution you'd like**
One of the following (preferably not the last):
1. be able to choose the index/column order by passing in a list or set of list
2. be able to choose to keep the input order of the stacking indexes/columns (or to have it default to keeping the input order; this seems the easiest)
3. receive a warning or be provided with documentation that indicates all indexes/columns will be reordered alphabetically if they have any duplicated labels, and to name their secondary sorting indexes/columns accordingly.

**API breaking implications**
Unsure about option 1, but the default suggested in option 2 should be fine.

**Describe alternatives you've considered**
This is already a workaround for the `rolling` method not working with non-scalar outputs. I'll be renaming the columns in the short term, but this seems hacky. 

**Additional context**
This issues is closely related to the functionality of `rolling`. The `stack` method is being used/suggested as a workaround for the inability to use `rolling` to output linear results. `MultiIndex` is the pandas way of dealing with additional dimensionality of data; when the rolling method doesn't play nice with adding a dimension to the data set, the user then ends up trying to recreate a `rolling` method equivalent via `stack` (and other means); in order for `stack` and other methods to work well in this context, sorting behavior has to be explicit. 