fix(ui): docstrings, kwargs and overloads

[vmphase]

Summary

• Fixes Label.set_radio_group() option kwarg typo #3331 (option => options kwarg)
• Select.__init__ now has an overload accepting a non-literal ComponentType
• Label.set_select overloads now return Self instead of None.

Information

• This PR fixes an issue.
• This PR adds something new (e.g. new method or parameters).
• This PR is a breaking change (e.g. methods or parameters removed/renamed).
• This PR is not a code change (e.g. documentation, README, typehinting,
  examples, ...).

Checklist

• I have searched the open pull requests for duplicates.
• If code changes were made then they have been tested.
  • I have updated the documentation to reflect the changes.
• If type: ignore comments were used, a comment is also left explaining why.
• I have updated the changelog to include these changes.
• I have read the Contributing Guidelines.
• AI Usage has been disclosed.
  • If AI has been used, I understand fully what the code does

[pycord-app]

Thanks for opening this pull request!
Please make sure you have read the Contributing Guidelines and Code of Conduct.

This pull request can be checked-out with:

git fetch origin pull/3337/head:pr-3337
git checkout pr-3337

This pull request can be installed with:

pip install git+https://github.com/Pycord-Development/pycord@refs/pull/3337/head

[Paillat-dev]

Changelog should not be this specific, and should focus on what was fixed/modified and not why & how.

[Paillat-dev]

Lgtm code wise but the changelog WILL need some changes but I'll let @JustaSqu1d have the say on that

[JustaSqu1d]

something like this maybe?