[3.12] Docs: Add classes to C API return value annotations (GH-117926) (#117937)

Docs: Add classes to C API return value annotations (GH-117926)
(cherry picked from commit 3284b84c437e3b0b0a052471e8a6aabc528fc651)

Co-authored-by: Hugo van Kemenade <1324225+hugovk@users.noreply.github.com>
Co-authored-by: Nikita Sobolev <mail@sobolevn.me>