Python defines warnings as belonging to categories, where category is a
warning type (descending from exception type). This is useful, as e.g.
allows to disable warnings selectively and provide user-defined warning
types. So, implement this in MicroPython, except that categories are
represented just with strings. However, enough hooks are left to implement
categories differently per-port (e.g. as types), without need to patch each
and every usage.
This adds a new configuration option to print runtime warnings and errors to
stderr. On Unix, CPython prints warnings and unhandled exceptions to stderr,
so the unix port here is configured to use this option.
The unix port already printed unhandled exceptions on the main thread to
stderr. This patch fixes unhandled exceptions on other threads and warnings
(issue #2838) not printing on stderr.
Additionally, a couple tests needed to be fixed to handle this new behavior.
This is done by also capturing stderr when running tests.
