Handle PyModule_AddIntConstant() and PyModule_AddStringConstant()
failures. Add also constants before calling setup_readline(), since
setup_readline() registers callbacks which uses a reference to the
module, whereas the module is destroyed if adding constants fails.

Fix Coverity warning:

CID 1414686: Unchecked return value (CHECKED_RETURN)
2. check_return: Calling PyModule_AddStringConstant without checking
return value (as is done elsewhere 45 out of 55 times).