Correctly handle errors in `PyErr_Set*()` functions

[serhiy-storchaka]

C API functions PyErr_SetFromErrnoWithFilename(), PyErr_SetExcFromWindowsErrWithFilename(), PyErr_SetFromWindowsErrWithFilename() , _PyErr_SetString() and _PyErr_FormatV() convert some of their arguments from C string to Python string, but do not check for error. If it fails the behavior is undefined -- it can be ignoring the new error and using None or other default value instead of the string, it can be crash.

Linked PRs

• gh-107915: Handle errors in C API functions PyErr_Set*() and PyErr_Format() #107918
• [3.12] gh-107915: Handle errors in C API functions PyErr_Set*() and PyErr_Format() (GH-107918) #108134
• [3.11] gh-107915: Handle errors in C API functions PyErr_Set*() and PyErr_Format() (GH-107918) #108135