Fix warnings options priority: PyConfig.warnoptions has the highest
priority, as stated in the PEP 587.
* Document options order in PyConfig.warnoptions documentation.
* Make PyWideStringList_INIT macro private: replace "Py" prefix
with "_Py".
* test_embed: add test_init_warnoptions().
(cherry picked from commit fb4ae152a9)
Co-authored-by: Victor Stinner <vstinner@redhat.com>