[3.12] gh-101006: Improve error handling when read marshal data (GH-101007) (GH-106226)

* EOFError no longer overrides other errors such as MemoryError or OSError at
  the start of the object.
* Raise more relevant error when the NULL object occurs as a code object
  component.
* Minimize an overhead of calling PyErr_Occurred().
(cherry picked from commit 8bf6904b229583033035d91a3800da5604dcaad4)

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