Add \warn command to psql.

Add \warn command to psql.

This is like \echo except that the text is sent to stderr not stdout.

In passing, fix a pre-existing bug in \echo and \qecho: per documentation
the -n switch should only be recognized when it is the first argument,
but actually any argument matching "-n" was treated as a switch.
(Should we back-patch that?)

David Fetter (bug fix by me), reviewed by Fabien Coelho

Discussion: https://postgr.es/m/20190421183115.GA4311@fetter.org