Merge branch 'master' into PR_TOOL_MERGE_PR_19054

doc/source/whatsnew/v0.23.0.txt

@@ -338,7 +338,7 @@ Conversion
 - Bug in :class:`Series` floor-division where operating on a scalar ``timedelta`` raises an exception (:issue:`18846`)
 - Bug in :class:`FY5253Quarter`, :class:`LastWeekOfMonth` where rollback and rollforward behavior was inconsistent with addition and subtraction behavior (:issue:`18854`)
 - Bug in :class:`Index` constructor with ``dtype=CategoricalDtype(...)`` where ``categories`` and ``ordered`` are not maintained (issue:`19032`)
-- Bug in :class:`Index` constructor with ``dtype=CategoricalDtype(...)`` where ``categories`` and ``ordered`` are not maintained (issue:`19032`) 
+- Bug in :class:`Index` constructor with ``dtype=CategoricalDtype(...)`` where ``categories`` and ``ordered`` are not maintained (issue:`19032`)
 - Bug in :class:`Series`` with ``dtype='timedelta64[ns]`` where addition or subtraction of ``TimedeltaIndex`` had results cast to ``dtype='int64'`` (:issue:`17250`)
 - Bug in :class:`TimedeltaIndex` where division by a ``Series`` would return a ``TimedeltaIndex`` instead of a ``Series`` (issue:`19042`)
 - Bug in :class:`Series` with ``dtype='timedelta64[ns]`` where addition or subtraction of ``TimedeltaIndex`` could return a ``Series`` with an incorrect name (issue:`19043`)
@@ -365,6 +365,7 @@ Indexing
 - Bug in :func:`DatetimeIndex.insert` where inserting ``NaT`` into a timezone-aware index incorrectly raised (:issue:`16357`)
 - Bug in ``__setitem__`` when indexing a :class:`DataFrame` with a 2-d boolean ndarray (:issue:`18582`)
 - Bug in :func:`MultiIndex.__contains__` where non-tuple keys would return ``True`` even if they had been dropped (:issue:`19027`)
+- Bug in :func:`MultiIndex.set_labels` which would cause casting (and potentially clipping) of the new labels if the ``level`` argument is not 0 or a list like [0, 1, ... ]  (:issue:`19057`)
 - Bug in ``str.extractall`` when there were no matches empty :class:`Index` was returned instead of appropriate :class:`MultiIndex` (:issue:`19034`)
 
 I/O

pandas/core/indexes/multi.py

@@ -2123,6 +2123,7 @@ def _maybe_to_slice(loc):
 
         if not isinstance(key, tuple):
             loc = self._get_level_indexer(key, level=0)
+
             # _get_level_indexer returns an empty slice if the key has
             # been dropped from the MultiIndex
             if isinstance(loc, slice) and loc.start == loc.stop: