We should move _issue_warning_captured from _pytest.warning to _pytest.config since right now every caller lazily imports it due to cycles. Since every caller has access to config, it would make sense to move the function there.

This builds off of #7396 (comment)

Also, we should evaluate if we are happy with the stack levels currently in use. Please see #7396 (comment) for a detailed breakdown of the stack levels. It may be possible improve what we show to users as part of this