Ensure that PySet_Add() operates on a newly created frozenset, like PyTuple_SetItem does.

Add PyFrozenSet_Check(), which was not needed before; The list of Py*Set_Check* macros seems to be complete now.

Add missing NEWS entries about all this.
diff --git a/Doc/c-api/set.rst b/Doc/c-api/set.rst
index 0aa6bce..c6b097d 100644
--- a/Doc/c-api/set.rst
+++ b/Doc/c-api/set.rst
@@ -58,6 +58,13 @@
 
    .. versionadded:: 2.6
 
+.. cfunction:: int PyFrozenSet_Check(PyObject *p)
+
+   Return true if *p* is a :class:`frozenset` object or an instance of a
+   subtype.
+
+   .. versionadded:: 2.6
+
 .. cfunction:: int PyAnySet_Check(PyObject *p)
 
    Return true if *p* is a :class:`set` object, a :class:`frozenset` object, or an