Improve usage of `_setSSLError` in `_ssl.c`

Proposal:

Based on https://github.com/python/cpython/pull/137198#discussion_r2282082902, we should refactor _setSSLError as the errcode argument is redundant. In addition, we should:

• Change _ssl__SSLContext_set_ciphers_impl to use _setSSLError as in _ssl__SSLContext_set_ciphersuites_impl.
• If possible, ease the use of _setSSLError.
• If possible, ease how we indicate that a functionality is not implemented and document which exception is being actually raised (this needs to be synchronized with https://github.com/python/cpython/issues/138633).

Has this already been discussed elsewhere?

I have already discussed this feature proposal.

Links to previous discussion of this feature:

• https://github.com/python/cpython/pull/138269#discussion_r2328597995
• https://github.com/python/cpython/pull/138269#discussion_r2328703198
• https://github.com/python/cpython/pull/137198#discussion_r22820829

[!NOTE]
I will take care of this myself.