Add extra logging information for cmodule

[lucianopaz]

This is a maintenance PR to help me debug Mac OS issues that other users are facing.

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📚 Documentation preview 📚: https://pytensor--1053.org.readthedocs.build/en/1053/

[codecov]

Codecov Report

Attention: Patch coverage is 0% with 1 line in your changes missing coverage. Please review.

Project coverage is 81.95%. Comparing base (7b13a95) to head (6521d6e).
Report is 93 commits behind head on main.

Files with missing lines	Patch %	Lines
pytensor/link/c/cmodule.py	0.00%	1 Missing ⚠️

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #1053   +/-   ##
=======================================
  Coverage   81.94%   81.95%           
=======================================
  Files         182      182           
  Lines       47872    47872           
  Branches     8618     8618           
=======================================
+ Hits        39231    39233    +2     
+ Misses       6473     6472    -1     
+ Partials     2168     2167    -1     

Files with missing lines	Coverage Δ
pytensor/link/c/cmodule.py	57.05% <0.00%> (+0.15%)	⬆️