communications: add WARNX_DEBUG macro for cli client stderr prints

The client cannot use PRINT_DEBUG because it sends to stdout, which we
cannot contaminate. We can use warn(), but don't want that to pollute
the non-DEBUG experience, and we don't want to pollute -DDEBUG, so we
add it under a new -DSENDCMD_DEBUG following the example of INPUT_DEBUG.

However, to avoid ifdefs everywhere, we'll prefer to do that in a macro.
So we just add another macro that uses stderr. It's a bit more compact
than the one that uses stdout, this one uses __VA_ARGS__ as a straight
text macro, this should compile on BSD and Linux (only latter tested).

We could not use a modification of PRINT_DEBUG because it would have
needed fprintf(file, ...) and the way the macro was written it would
require passing ((args like this)) because it had a naked "printf args"
and relied on getting first level "()" stripped in the macro expansion.
This was a bit strange. It does mean there's now inconsistency between
PRINT_DEBUG and WARNX_DEBUG usage (former needs '(())', latter '()') but
the latter macro is only used by one function anyways and only
appropriate for the client so usage will probably never expand.