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().
diff --git a/Doc/c-api/init_config.rst b/Doc/c-api/init_config.rst
index 58e4174..4c77d5d 100644
--- a/Doc/c-api/init_config.rst
+++ b/Doc/c-api/init_config.rst
@@ -704,7 +704,13 @@
 
    .. c:member:: PyWideStringList warnoptions
 
-      Options of the :mod:`warnings` module to build warnings filters.
+      :data:`sys.warnoptions`: options of the :mod:`warnings` module to build
+      warnings filters: lowest to highest priority.
+
+      The :mod:`warnings` module adds :data:`sys.warnoptions` in the reverse
+      order: the last :c:member:`PyConfig.warnoptions` item becomes the first
+      item of :data:`warnings.filters` which is checked first (highest
+      priority).
 
    .. c:member:: int write_bytecode