Add save_warmup option for pystan3

[ahartikainen]

Description

Checklist

• Follows official PR format
• Includes a sample plot to visually illustrate the changes (only for plot-related functions)
• New features are properly documented (with an example if appropriate)?
• Includes new or updated tests to cover the new feature
• Code style correct (follows pylint and black guidelines)
• Changes are listed in changelog

---

📚 Documentation preview 📚: https://arviz--2132.org.readthedocs.build/en/2132/

[codecov]

Codecov Report

Merging #2132 (f46ceae) into main (e1903c0) will increase coverage by 0.01%.
The diff coverage is 100.00%.

@@            Coverage Diff             @@
##             main    #2132      +/-   ##
==========================================
+ Coverage   90.72%   90.74%   +0.01%     
==========================================
  Files         118      118              
  Lines       12547    12562      +15     
==========================================
+ Hits        11383    11399      +16     
+ Misses       1164     1163       -1     

Impacted Files	Coverage Δ
arviz/data/io_pystan.py	96.89% <100.00%> (+0.27%)	⬆️

Help us with your feedback. Take ten seconds to tell us how you rate us. Have a feature suggestion? Share it here.