A regression since 1.1: ```python >>> ci = pd.CategoricalIndex(["a", "b"]) >>> df = pd.DataFrame([[1, 2], [3, 4]], index=ci, columns=ci) >>> df.shift(axis=0) # ok a b a NaN NaN b 1.0 2.0 >>> df.shift(axis=1) # not ok, worked in v1.1 TypeError: 'fill_value=0' is not present in this Categorical's categories ```