zdb/ztest: send dbgmsg output to stderr

And, make the output fd an arg to zfs_dbgmsg_print(). This is a change
in behaviour, but keeps it consistent with where crash traces go, and
it's easy to argue this is what we want anyway; this is information
about the task, not the actual output of the task.

Sponsored-by: Klara, Inc.
Sponsored-by: Wasabi Technology, Inc.
Reviewed-by: Brian Behlendorf <behlendorf1@llnl.gov>
Signed-off-by: Rob Norris <rob.norris@klarasystems.com>
Closes #16181