[3.7] bpo-34408: Prevent a null pointer dereference and resource leakage in `PyInterpreterState_New()` (GH-8767) (GH-13237)

* A pointer in `PyInterpreterState_New()` could have been `NULL` when being dereferenced.

* Memory was leaked in `PyInterpreterState_New()` when taking some error-handling code path.
(cherry picked from commit 95d630e2)
Co-authored-by: Pablo Galindo <Pablogsal@gmail.com>