[3.12] gh-107916: Save the error code before decoding the filename in PyErr_SetFromErrnoWithFilename() etc (GH-107929) (#108205)

gh-107916: Save the error code before decoding the filename in PyErr_SetFromErrnoWithFilename() etc (GH-107929)
(cherry picked from commit 80bdebdd8593f007a2232ec04a7729bba6ebf12c)

Co-authored-by: Serhiy Storchaka <storchaka@gmail.com>