bpo-45089: Improve sqlite3 trace callback docs (GH-28238) (GH-28371)

- Add link to str object and sqlite3 transaction control
- Mention that exceptions are not propagated
(cherry picked from commit 51056b40e711d84692d099ac8970077b33c7fafd)

Co-authored-by: Erlend Egeberg Aasland <erlend.aasland@innova.no>