add stacklevel=2 to Client warnings

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Summary

Checklist

• I understand that this PR may be closed in case there was no previous discussion. (This doesn't apply to typos!)
• I've added a test for each change that was introduced, and I tried as much as possible to make a single atomic change.
• I've updated the documentation accordingly.

see this rule: https://docs.astral.sh/ruff/rules/no-explicit-stacklevel/

without stacklevel=2, warnings show on lines in httpx module, not in user code, where Client is created

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I also recommend httpx enable this ruff rule