Instantiate new Unicode::Collate::Locale object with some extra reporting checks. We need this also so that we can chain some things during sorting object construction. Without an object, we would need to call a regular subroutine but due to the special semantics of Schwartzian transforms, we need to chain all sorting elements so that they return a boolean value (see Biber.pm). This is much tidier with Foo->new()->change()->cmp than with something messy like "my $uc = create_uc_object; $uc->change()->cmp()" etc.
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