[3.12] gh-122255: Add black box tests in test_warnings (GH-122227) (GH-122819)

They are similar to white box tests for gh-86298 in test_importlib.
(cherry picked from commit fe13c9baf40673fe369e98626dd87aea8b805aa2)

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