Multi index works a little different from single index. Here are some methods for multi-indexed dataframe.
df = pd.DataFrame({'col1': ['a', 'b','c', 'd'], 'col2': ['X','X','Y', 'Y'], 'col3': [1, 2, 3, 4]}, columns=['col1', 'col2', 'col3'])
df = df.set_index(['col1', 'col2'])
in df.index
works for the first level only when checking single index value.
'a' in df.index # True
'X' in df.index # False
Check df.index.levels
for other levels.
'a' in df.index.levels[0] # True
'X' in df.index.levels[1] # True
Check in df.index
for an index combination tuple.
('a', 'X') in df.index # True
('a', 'Y') in df.index # False