API: Warn or raise for > 1 char encoded sep
The system file encoding can cause a separator to be encoded as more than one character even though it maybe provided as one character.  Multi-char separators are not supported by the C engine, so we need to catch this case.

Closes #14065.

## [Current coverage](https://codecov.io/gh/pydata/pandas/pull/14120?src=pr) is 85.27% (diff: 100%)

> Merging [#14120](https://codecov.io/gh/pydata/pandas/pull/14120?src=pr) into [master](https://codecov.io/gh/pydata/pandas/branch/master?src=pr) will increase coverage by **<.01%**

``` diff
@@             master     #14120   diff @@
==========================================
  Files           139        139          
  Lines         50511      50517     +6   
  Methods           0          0          
  Messages          0          0          
  Branches          0          0          
==========================================
+ Hits          43071      43078     +7   
+ Misses         7440       7439     -1   
  Partials          0          0          
```

> Powered by [Codecov](https://codecov.io?src=pr). Last update [10bf721...152b685](https://codecov.io/gh/pydata/pandas/compare/10bf7213240eaa0960f50f86c7790d64d8973060...152b6851120d6b785797817879cd47e81c93e257?src=pr)
 do we need an additional test for this?
 Test is in `test_unsuppported.py`, and that should be sufficient.
 thanks!
