Now they make their own tiny cache of the relevant exceptions at module initialization so they can still access these without the GIL.

closes https://github.com/cython/cython/issues/3406

While the directives in the source files are still called `distutils`, the [Python upstream documentation](https://docs.python.org/3/library/distutils.html) does not
recommend using distutils anymore, and rather points at setuptools, so avoid confusing new users by providing confusing legacy usage examples.

Also, this corrects one example in which Extension is imported too late, and would cause annoying errors when running `setup.py`.

The idea being that struct-types like memoryviews
can generate their own reference counting code
using a common interface with Python objects.

The comments are taken from the C API documentation
(https://docs.python.org/3.8/c-api/iterator.html).

The comments are taken from the C API documentation
(https://docs.python.org/3.8/c-api/iterator.html).

- CyFunction seems to lead to deeper stacks on recursion.
- Passing integers through call layers can end up creating new int objects instead of keeping the identical objects ('is' test fails)'.

Closes #2514.

The comments are taken from the C API documentation
(https://docs.python.org/3.8/c-api/gen.html).

Closes #2514.

The comments are taken from the C API documentation
(https://docs.python.org/3.8/c-api/gen.html).

PySlice_Unpack() and PySlice_AdjustIndices() were missing from
slice.pxd.

The comments are taken from the C API documentation
(https://docs.python.org/3.8/c-api/slice.html).

PySlice_Unpack() and PySlice_AdjustIndices() were missing from
slice.pxd.

The comments are taken from the C API documentation
(https://docs.python.org/3.8/c-api/slice.html).

Closes GH-3418.

Original change https://github.com/cython/cython/pull/1927

Exclude failing "complex.h" test on Windows, where old MSVC versions lack "<complex.h>" entirely and more recent versions fail to compile the test.