DataFrame viewer should use custom index name

[jondo]

I have used pandas.DataFrame.rename_axis to give a DataFrame's index a better name.

Now I would suggest that the index column of the DataFrame viewer should also display this new name on top of the index column, instead of constantly just displaying "Index".

(My current environment is described in #3562.)

[Prikers]

I think this can be closed following @dalthviz work in #3873
👍 for the multiindex dataframe explorer!

[ccordoba12]

Thanks for noticing it @Prikers!