BLD: Move Python-including files to start of source.

[DWesl]

This should allow Cygwin to build in the next release.

Reference issue

Backport of #20505
Closes #20491

What does this implement/fix?

This moves a few python-including headers earlier in their respective files.

Additional information

DWesl#7 tests whether this compiles on Cygwin.

[tylerjereddy]

Looks correct to me, and thanks for checking the Cygwin build, that saves me some headaches.

I assume a few test failures on Cygwin is acceptable for us at the moment. If not, feel free to ping me on additional things I should backport.

[DWesl]

There's many fewer failures than I remember, only two in Cephes and two other special functions failures. I suppose I could track down what dl_iterate_phdr is and why threadpoolctl thinks Cygwin would have it, but I suspect that would not qualify as a backport, as such.

Given the ctypes interface, I suspect adding or sys.platform == "cygwin" to this line might help:
https://github.com/joblib/threadpoolctl/blob/master/threadpoolctl.py#L980