[BUG] transform/convert dead ends: np.ndarray, Series→Panel, JSON save-only, duplicate-timestamp ordering #537

Severity: P2 — dead ends and leaked internals in the transform/convert paths. From the 2026-07-26 and 2026-08-08 sweeps.

BUG-21 — np.ndarray handles are a dead end that leaks internal errors

After transform_data(action='convert', to_mtype='np.ndarray'):

• transform_data(action='format') → 'numpy.ndarray' object has no attribute 'index'
• split_data(...) → same AttributeError
• inspect_data → head: {}, dtypes: {}, summary_stats: {}, fabricated cutoff: "119", no warning

Fix: reject np.ndarray as a pipeline mtype, or give a domain message ("np.ndarray has no time index; convert to pd.Series first").

NB-09 — Series→Panel conversion dumps sktime's raw mtype-inference error

transform_data(data_handle=<Series>, action="convert", to_mtype="pd-multiindex")
  -> multi-paragraph TypeError: "No valid mtype could be identified ... [df-list: ...] [numpy3D: ...] ..."

Garbage mtypes ARE handled cleanly (to_mtype="np.banana" → "not a supported mtype"); scitype-incompatible ones are not.
Fix: scitype check before conversion — "pd-multiindex is a Panel mtype; a Series handle cannot convert to it".

NB-10 — JSON is save-only, and the error hint is a dead end

save_data(format="json")           -> success
load_data_source(...json...)       -> "Could not detect format from extension '.json'. Specify 'format'."
  then with "format":"json"        -> "Unsupported format: json. Supported: csv, excel, parquet"

Fix: add a json loader, or make the extension error stop suggesting a format the loader rejects.

BUG-19 — duplicate timestamps are hard-rejected before auto-format can fix them

load_data_source on a CSV with duplicate timestamps → "Duplicate time indices found: 2 duplicates", no handle returned. The documented remedy (transform_data(action='format', remove_duplicates=True)) is unreachable because validation runs before the auto-format that would fix it.
Fix: auto-format before validation, or downgrade duplicates to a warning.

(Catalogued as BUG-21 / NB-09 / NB-10 / BUG-19 in MCP_TEST_FINDINGS.md.)