PyErr_SetFromWindowsErrWithFilenameObject, and
PyErr_SetExcFromWindowsErrWithFilenameObject.

Note that PyErr_SetExcFromWindowsErrWithFilenameObjectAndSomeOtherParametersSoThatTheNameGetsSoLongThatNobodyIsEverGonnaUseThisStrangeFunctionForAnything is still undocumented.