Fix order of index methods
Merge pull request #5081 from jtratner/fix-order-of-index-methods

CLN: Fix order of index methods.
CLN: Remove internal classes from MultiIndex pickle.

FrozenNDArray had made it into the MI pickle. No reason to do that and
just complicates pickle compat going forward. Now they just output
ndarray instead (which also avoids the unnecessary nested pickle
previously occurring).