[3.9] GH-92431: Fix footnotes in Doc/c-api/exceptions.rst (GH-92432) (GH-92471)

* Remove redundant footnote ref: the footnote has been removed
* Fix footnote ref to match footnote
* Convert footnotes into reST footnotes: will error if missing
(cherry picked from commit 788ef54b)


Co-authored-by: Hugo van Kemenade <hugovk@users.noreply.github.com>

Automerge-Triggered-By: GH:serhiy-storchaka