This is a change introduced in v0.21.1,
For example,
df
A B C
0 7.0 NaN 8
1 3.0 3.0 5
2 8.0 1.0 7
3 NaN 0.0 3
4 8.0 2.0 7
Try some kind of slicing as you're executing-
df.loc[df.A.gt(6), ['A', 'C']]
A C
0 7.0 8
2 8.0 7
4 8.0 7
No problem. Now, try substituting C with a non-existent column label -
df.loc[df.A.gt(6), ['A', 'D']]
FutureWarning: Passing list-likes to .loc or [] with any missing label will raise
KeyError in the future, you can make use of .reindex().
A D
0 7.0 NaN
2 8.0 NaN
4 8.0 NaN
So, in your illustration, the error is because of the column labels you pass to loc. Take another look at them.