[3.13] gh-126742: Add _PyErr_SetLocaleString, use it for gdbm & dlerror messages (GH-126746) (GH-128023)

- Add a helper to set an error from locale-encoded `char*`
- Use the helper for gdbm & dlerror messages
(cherry picked from commit 7303f06846)

Co-authored-by: Bénédikt Tran <10796600+picnixz@users.noreply.github.com>
Co-authored-by: Victor Stinner <vstinner@python.org>

Python/errors.c

@@ -299,6 +299,15 @@ PyErr_SetString(PyObject *exception, const char *string)
     _PyErr_SetString(tstate, exception, string);
 }
 
+void
+_PyErr_SetLocaleString(PyObject *exception, const char *string)
+{
+    PyObject *value = PyUnicode_DecodeLocale(string, "surrogateescape");
+    if (value != NULL) {
+        PyErr_SetObject(exception, value);
+        Py_DECREF(value);
+    }
+}
 
 PyObject* _Py_HOT_FUNCTION
 PyErr_Occurred(void)