Using Natsort on a multi-index Pandas Dataframe

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I have the following DF which is multi-index due to using groupby():

date code quarter average
20201231 ABCD Q1 3135
Q10 3135
Q11 3135
Q12 3135
Q2 3135

I'm trying to sort by date, code and then quarter which are part of the multi-index, however I want to use a Natsort method such that the order is Q1, Q2, ....Q9, Q10... but get various errors when I try do so. My best attempt is:

df.sort_index(level=['date','code','quarter'], ascending=[True, True, True], key=natsort_keygen())

I receive the following error:

NotImplementedError: isna is not defined for MultiIndex

I'm using Pandas version 1.1.5, Natsort 8.1.0, Python 3.6.9

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