bpo-38317: Fix PyConfig.warnoptions priority (GH-16478)

Fix warnings options priority: PyConfig.warnoptions has the highest
priority, as stated in the PEP 587.

* Document options order in PyConfig.warnoptions documentation.
* Make PyWideStringList_INIT macro private: replace "Py" prefix
  with "_Py".
* test_embed: add test_init_warnoptions().