BUG:  Formatting of an index that has nan was inconsistent or wrong

 Formatting of an index that has ``nan`` was inconsistent or wrong,
(would fill from last value), closes GH #2850

Also changed in test_format.py/test_index
1) printing of 'nan' rather than the na_rep (NaN) is inconcsistent
     with everywhere else
2) a 'None' in the index is defacto treated as NaN, is this wrong?