fix bug for _load_pretrained_model on windows

[kaixuanliu]

When I use transformers built from source on windows, I meet several errors:

1. Existing code use / (forward slash) for splitting paths with rsplit("/", 1), but on Windows, the paths might use \ (backslash). When the path contains backslashes, this causes incorrect path joining
2. On Windows with symbolic links, checkpoint_files[0] might be a symlink, and when you get its dirname and join it with another file, it will create malformed paths
3. we need to load shards sequentially for limited gpu memory, and also, on windows, the virtual address for memory mapping is limited, current implementation will casue error OSError: The paging file is too small for this operation to complete
   This PR tries to solve the 3 errors mentioned above.
   @Cyrilvallez pls help review, thx!

[Rocketknight1]

@Cyrilvallez it's your code but I know the core maintainers are busy, let me know if you want me to take this one instead!

[Cyrilvallez]

Hey! I removed this code this week, so the issue should not happen anymore on main! Let me know if you still encounter it though! In which case feel free to reopen the PR or create a new one!