[3.14] gh-146358: Fix warnings.catch_warnings on Free Threading (GH-146374) (#146418)

gh-146358: Fix warnings.catch_warnings on Free Threading (GH-146374)

catch_warnings now also overrides warnings.showwarning() on Free
Threading to support custom warnings.showwarning().
(cherry picked from commit 0055140b2cf3e3a86ef9ab7a39e2083212b27c58)

Co-authored-by: Victor Stinner <vstinner@python.org>