`py_run!` creates unexpected scope issues

Bug Description

Try the following code (originally discussed in #2889).

#[pyfunction]
fn report_unraisable(py: Python) {
    use pyo3::exceptions::PyRuntimeError;
    let err = PyRuntimeError::new_err("foo");
    err.write_unraisable(py, None);

    let err = PyRuntimeError::new_err("bar");
    err.write_unraisable(py, Some(py.NotImplemented().as_ref(py)));
}

#[test]
fn test_write_unraisable() {
    Python::with_gil(|py| {
        let report_unraisable = wrap_pyfunction!(report_unraisable, py).unwrap();
        let locals = PyDict::new(py);
        locals
            .set_item("report_unraisable", report_unraisable)
            .unwrap();

        py_run!(
            py,
            report_unraisable,
            r#"
                import sys

                captured = []
                def report(data):
                    captured.append(list(data))

                original_hook = sys.unraisablehook
                try:
                    sys.unraisablehook = report
                    report_unraisable()

                    assert len(captured) == 2

                    assert captured[0][0] is RuntimeError
                    assert str(captured[0][1]) == 'foo'
                    assert captured[0][4] is None

                    assert captured[1][0] is RuntimeError
                    assert str(captured[1][1]) == 'bar'
                    assert captured[1][4] is NotImplemented
                finally:
                    sys.unraisablehook = original_hook
            "#
        );
    });
}

The report function defined within the py_run! source will print errors like the following, and the test will fail:

Exception ignored in sys.unraisablehook: <function report at 0x102e94040>
Traceback (most recent call last):
  File "<string>", line 5, in report
NameError: name 'captured' is not defined
Exception ignored in sys.unraisablehook: <function report at 0x102e94040>
Traceback (most recent call last):
  File "<string>", line 5, in report
NameError: name 'captured' is not defined
Traceback (most recent call last):
  File "<string>", line 12, in <module>
AssertionError

Steps to Reproduce

As above

Backtrace

No response

Your operating system and version

macOS Ventura 13.1

Your Python version (python --version)

Python 3.10.9

Your Rust version (rustc --version)

rustc 1.67.0-beta.2

Your PyO3 version

0.18.0

How did you install python? Did you use a virtualenv?

brew + vent

Additional Info

No response

Start by reproducing the provided test around the py_run! macro, especially the locally defined report function and captured list. Trace how the macro supplies Python globals and locals, then make the test pass while preserving access to captured; the assertions should report both unraisable errors correctly.