gh-107913: Fix possible losses of OSError error codes (GH-107930)

Functions like PyErr_SetFromErrno() and SetFromWindowsErr() should be
called immediately after using the C API which sets errno or the Windows
error code.

Modules/overlapped.c

@@ -370,8 +370,9 @@ _overlapped_RegisterWaitWithQueue_impl(PyObject *module, HANDLE Object,
             &NewWaitObject, Object, PostToQueueCallback, pdata, Milliseconds,
             WT_EXECUTEINWAITTHREAD | WT_EXECUTEONLYONCE))
     {
+        SetFromWindowsErr(0);
         PyMem_RawFree(pdata);
-        return SetFromWindowsErr(0);
+        return NULL;
     }
 
     return Py_BuildValue(F_HANDLE, NewWaitObject);