Refine xpu device setting

[zhuhong61]

We'd like to revise some xpu related logic in device settting.

1. For MULTI_XPU case, we should set the device according to local rank, instead of to xpu:0 only.
2. If user set deepspeed config, deepspeed path should be triggered. But current logic will trigger xpu DDP logic not deepspeed. We adjust the order and put deepspeed ahead of xpu.

What does this PR do?

Fixes # (issue)

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[ArthurZucker]

Heavily related to #28386 so good to see!

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