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GH-37164: [Python] Attach Python stacktrace to errors in `ConvertPyError` (#39380)

### Rationale for this change

Users might define Python generators that are used in RecordBatchReaders and then exported through the C Data Interface. However, if an error occurs in their generator, the stacktrace and message are currently swallowed in the current `ConvertPyError` implementation, which only provides the type of error. This makes debugging code that passed RBRs difficult.

### What changes are included in this PR?

Changes `ConvertPyError` to provide the fully formatted traceback in the error message.

### Are these changes tested?

Yes, added one test to validate the errors messages are propagated.

### Are there any user-facing changes?

This is a minor change in the error reporting behavior, which will provide more information.
* Closes: #37164

Authored-by: Will Jones <willjones127@gmail.com>
Signed-off-by: Antoine Pitrou <antoine@python.org>