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"And you should avoid passing raw bytes string to build an error message, you probably has the Python object version of the filename somewhere in your code."
Oh, I remember the reason why char* must not be used to build an OSError: on Windows, you should never try to decode a bytes filename, because it may raise a UnicodeDecodeError while you are trying to build an OSError. See issue #15478 for the rationale.
Just pass the original PyObject* you get in path_t. There is even an unit test to ensure that OSError.filename is the original name: OSErrorTests.test_oserror_filename() in test_os.