TYP: Make temporary variables in pandas/__init__.py private
Tiny step towards #39813 (`pyright --ignoreexternal --verifytypes pandas`) the relevant changes are in `pandas/__init__.py` and `pandas/_config/config.py` (private but `get_option`, ... uses the annotated wrapper).

I didn't plan to do the second commit (seemingly unrelated changes) but it seems that the first commit disturbed mypy's slumber (probably a few more cases that used the un-annotated wrapper?). I'm not very confident in the changes from the second commit (types for cython/c functions).
Hello @twoertwein! Thanks for updating this PR. We checked the lines you've touched for [PEP 8](https://www.python.org/dev/peps/pep-0008) issues, and found:



There are currently no PEP 8 issues detected in this Pull Request. Cheers! :beers: 

##### Comment last updated at 2022-05-06 23:21:07 UTC changes to `pandas/__init__.py` look fine (these could be separate PR if you want). > changes to `pandas/__init__.py` look fine (these could be separate PR if you want).

I kept the simply changes in this PR and will later open a new PR for the remaining changes. @jreback green