fix: ad.settings.override order for sharding

[ilan-gold]

• Closes Saving AnnData with sharding #2341
• Tests added
• Release note added (or unnecessary)

[codecov]

Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 84.71%. Comparing base (33cfe09) to head (a69726b).
⚠️ Report is 53 commits behind head on main.

Additional details and impacted files

@@            Coverage Diff             @@
##             main    #2342      +/-   ##
==========================================
- Coverage   86.78%   84.71%   -2.08%     
==========================================
  Files          46       46              
  Lines        7364     7365       +1     
==========================================
- Hits         6391     6239     -152     
- Misses        973     1126     +153     

Files with missing lines	Coverage Δ
src/anndata/_settings.py	92.89% <100.00%> (+0.04%)	⬆️

... and 8 files with indirect coverage changes