DOC: move release note for 35792 (#37417)

Author: simonjayhawkins

doc/source/whatsnew/v1.1.4.rst

@@ -36,6 +36,7 @@ Bug fixes
 - Bug in :meth:`Series.isin` and :meth:`DataFrame.isin` raising a ``ValueError`` when the target was read-only (:issue:`37174`)
 - Bug in :meth:`GroupBy.fillna` that introduced a performance regression after 1.0.5 (:issue:`36757`)
 - Bug in :meth:`DataFrame.info` was raising a ``KeyError`` when the DataFrame has integer column names (:issue:`37245`)
+- Bug in :meth:`DataFrameGroupby.apply` would drop a :class:`CategoricalIndex` when grouped on (:issue:`35792`)
 
 .. ---------------------------------------------------------------------------
 

doc/source/whatsnew/v1.2.0.rst

@@ -486,7 +486,6 @@ Groupby/resample/rolling
 - Bug in :meth:`DataFrame.resample(...)` that would throw a ``ValueError`` when resampling from "D" to "24H" over a transition into daylight savings time (DST) (:issue:`35219`)
 - Bug when combining methods :meth:`DataFrame.groupby` with :meth:`DataFrame.resample` and :meth:`DataFrame.interpolate` raising an ``TypeError`` (:issue:`35325`)
 - Bug in :meth:`DataFrameGroupBy.apply` where a non-nuisance grouping column would be dropped from the output columns if another groupby method was called before ``.apply()`` (:issue:`34656`)
-- Bug in :meth:`DataFrameGroupby.apply` would drop a :class:`CategoricalIndex` when grouped on. (:issue:`35792`)
 - Bug when subsetting columns on a :class:`~pandas.core.groupby.DataFrameGroupBy` (e.g. ``df.groupby('a')[['b']])``) would reset the attributes ``axis``, ``dropna``, ``group_keys``, ``level``, ``mutated``, ``sort``, and ``squeeze`` to their default values. (:issue:`9959`)
 - Bug in :meth:`DataFrameGroupby.tshift` failing to raise ``ValueError`` when a frequency cannot be inferred for the index of a group (:issue:`35937`)
 - Bug in :meth:`DataFrame.groupby` does not always maintain column index name for ``any``, ``all``, ``bfill``, ``ffill``, ``shift`` (:issue:`29764`)