• [x] Closes #6838
• [ ] Tests added
• [ ] User visible changes (including notable bug fixes) are documented in whats-new.rst

This PR hopefully improves how are handled the labels that are provided for multi-index level coordinates in .sel().

More specifically, slices are handled in a cleaner way and it is now allowed to provide array-like labels.

PandasMultiIndex.sel() relies on the underlying pandas.MultiIndex methods like this:

• use get_loc when all levels are provided with each a scalar label (no slice, no array)
• always drops the index and returns scalar coordinates for each multi-index level
• use get_loc_level when only a subset of levels are provided with scalar labels only
• may collapse one or more levels of the multi-index (dropped levels result in scalar coordinates)
• if only one level remains: renames the dimension and the corresponding dimension coordinate
• use get_locs for all other cases.
• always keeps the multi-index and its coordinates (even if only one item or one level is selected)

This yields a predictable behavior: as soon as one of the provided labels is a slice or array-like, the multi-index and all its level coordinates are kept in the result.

Some cases illustrated below (I compare this PR with an older release due to the errors reported in #6838):

```python import xarray as xr import pandas as pd

midx = pd.MultiIndex.from_product([list("abc"), range(4)], names=("one", "two")) ds = xr.Dataset(coords={"x": midx})

<xarray.Dataset>

Dimensions: (x: 12)

Coordinates:

* x (x) object MultiIndex

* one (x) object 'a' 'a' 'a' 'a' 'b' 'b' 'b' 'b' 'c' 'c' 'c' 'c'

* two (x) int64 0 1 2 3 0 1 2 3 0 1 2 3

Data variables:

empty

```

```python ds.sel(one="a", two=0)

this PR

<xarray.Dataset>

Dimensions: ()

Coordinates:

x object ('a', 0)

one <U1 'a'

two int64 0

Data variables:

empty

v2022.3.0

<xarray.Dataset>

Dimensions: ()

Coordinates:

x object ('a', 0)

Data variables:

empty

```

```python ds.sel(one="a")

this PR:

<xarray.Dataset>

Dimensions: (two: 4)

Coordinates:

* two (two) int64 0 1 2 3

one <U1 'a'

Data variables:

empty

v2022.3.0

<xarray.Dataset>

Dimensions: (two: 4)

Coordinates:

* two (two) int64 0 1 2 3

Data variables:

empty

```

```python ds.sel(one=slice("a", "b"))

this PR

<xarray.Dataset>

Dimensions: (x: 8)

Coordinates:

* x (x) object MultiIndex

* one (x) object 'a' 'a' 'a' 'a' 'b' 'b' 'b' 'b'

* two (x) int64 0 1 2 3 0 1 2 3

Data variables:

empty

v2022.3.0

<xarray.Dataset>

Dimensions: (two: 8)

Coordinates:

* two (two) int64 0 1 2 3 0 1 2 3

Data variables:

empty

```

```python ds.sel(one="a", two=slice(1, 1))

this PR

<xarray.Dataset>

Dimensions: (x: 1)

Coordinates:

* x (x) object MultiIndex

* one (x) object 'a'

* two (x) int64 1

Data variables:

empty

v2022.3.0

<xarray.Dataset>

Dimensions: (x: 1)

Coordinates:

* x (x) MultiIndex

- one (x) object 'a'

- two (x) int64 1

Data variables:

empty

```

```python ds.sel(one=["b", "c"], two=[0, 2])

this PR

<xarray.Dataset>

Dimensions: (x: 4)

Coordinates:

* x (x) object MultiIndex

* one (x) object 'b' 'b' 'c' 'c'

* two (x) int64 0 2 0 2

Data variables:

empty

v2022.3.0

ValueError: Vectorized selection is not available along coordinate 'one' (multi-index level)

```