Improve usage of `_setSSLError` in `_ssl.c`

[picnixz]

Proposal:

Based on #137198 (comment), we should refactor _setSSLError as the errcode argument is redundant. In addition, we should:

• Change _ssl__SSLContext_set_ciphers_impl to use _setSSLError as in _ssl__SSLContext_set_ciphersuites_impl.
• If possible, ease the use of _setSSLError.
• If possible, ease how we indicate that a functionality is not implemented and document which exception is being actually raised (this needs to be synchronized with Improve documentation of SSL module #138633).

Has this already been discussed elsewhere?

I have already discussed this feature proposal.

Links to previous discussion of this feature:

• gh-138252: Add support in SSL module for getting and setting TLS signature algorithms #138269 (comment)
• gh-138252: Add support in SSL module for getting and setting TLS signature algorithms #138269 (comment)
• gh-137197: Add SSLContext.set_ciphersuites to set TLS 1.3 ciphers #137198 (comment)

Note

I will take care of this myself.