This combines #6906 and #6907, so that there are no failed CI jobs when merging into master separately.

Summary:

Add macos-latest runners for each version of Python
Update the temp dependencies script with newly built wheels
Add is_linux check in the compat module (to be able to exclude the BSDs)
Add test markers for linux/darwin in addition to the POSIX marker
Fix HTTPSession.set_interface() on macOS when using an interface name
Override urllib3's util.connection._set_socket_options() to be able to filter out options on macOS which can't be set depending on the socket's address family (when the connection is made/attempted)

As said in #6907, choosing an incorrect name only logs an error message and then continues using the default interface.

The macOS CI test runners could be ignored if we'd monkeypatch/mock the respective socket APIs and the is_darwin check, but I don't really like this idea. Should the CI test runners become too annoying due to being unable to spawn all of them at the same time, then I will maybe change this though.