Breaking Changes For Next Major Version (4.0)

This is a meta issue to help us track and remember the breaking changes we'd like to add to the next major release. We sometimes find small improvements that could be added to the codebase but are breaking changes, and we don't have a good place to keep those in mind.

- [ ] #1035
- [ ] #1039
- [ ] Possible wallet constructor changes [#1044 review](https://github.com/bitcoindevkit/bdk-ffi/pull/1044#pullrequestreview-4820591473)
- [ ] #1072
- [ ] #1069

Start by reviewing the checklist entries #1035, #1039, #1072, and #1069, plus the possible wallet constructor changes in the linked #1044 review. Determine which breaking changes are still intended for version 4.0 and track their resolution here; done means the relevant checklist items have been decided and addressed.

Written by the indexing model from the issue text.