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

src/test/regress/sql/psql.sql

@@ -771,6 +771,22 @@ drop table psql_serial_tab;
 \pset expanded off
 \pset border 1
 
+-- \echo and allied features
+
+\echo this is a test
+\echo -n without newline
+\echo with -n newline
+\echo '-n' with newline
+
+\set foo bar
+\echo foo = :foo
+
+\qecho this is a test
+\qecho foo = :foo
+
+\warn this is a test
+\warn foo = :foo
+
 -- tests for \if ... \endif
 
 \if true