Issue #14599: Generalize a test for ImportError.path and add support
in Python/dynload_shlibs.c.

This should fix the remaining importlib test failure on Windows.
Support in AIX and HP-UX will be in a separate checkin.
diff --git a/Python/dynload_shlib.c b/Python/dynload_shlib.c
index 94c6494..565faca 100644
--- a/Python/dynload_shlib.c
+++ b/Python/dynload_shlib.c
@@ -129,10 +129,19 @@
     handle = dlopen(pathname, dlopenflags);
 
     if (handle == NULL) {
+        PyObject *mod_name = NULL;
+        PyObject *path = NULL;
+        PyObject *error_ob = NULL;
         const char *error = dlerror();
         if (error == NULL)
             error = "unknown dlopen() error";
-        PyErr_SetString(PyExc_ImportError, error);
+        error_ob = PyUnicode_FromString(error);
+        path = PyUnicode_FromString(pathname);
+        mod_name = PyUnicode_FromString(shortname);
+        PyErr_SetImportError(error_ob, mod_name, path);
+        Py_DECREF(error_ob);
+        Py_DECREF(path);
+        Py_DECREF(mod_name);
         return NULL;
     }
     if (fp != NULL && nhandles < 128)
diff --git a/Python/importdl.c b/Python/importdl.c
index 734b35f..942e4b8 100644
--- a/Python/importdl.c
+++ b/Python/importdl.c
@@ -74,10 +74,11 @@
     if (PyErr_Occurred())
         goto error;
     if (p == NULL) {
-        PyErr_Format(PyExc_ImportError,
-                     "dynamic module does not define init function"
-                     " (PyInit_%s)",
-                     shortname);
+        PyObject *msg = PyUnicode_FromFormat("dynamic module does not define "
+                                             "init function (PyInit_%s)",
+                                             shortname);
+        PyErr_SetImportError(msg, name, path);
+        Py_DECREF(msg);
         goto error;
     }
     oldcontext = _Py_PackageContext;