gh-144249: Report filename in SSLContext.load_cert_chain errors (#144250)

When user tries to load a certificate chain, attach the related
filename to the exception being raised. Improving user experience.

Co-authored-by: Victor Stinner <vstinner@python.org>
Co-authored-by: Bénédikt Tran <10796600+picnixz@users.noreply.github.com>