Pybind changed py::module to py::module_ in order to support C++
modules, adapting to that change. It still builds on older versions,
but we're using only the new APIs.
Use only py::error_already_set as that's the least heavy of them. Also
changed all occurences of "throw" to "raise" so next time I'm doing a
prune of all C++ exceptions for good, those are easy to find.