shell-test: Print diagnostics to stderr
From: @Salamandar
Some of the command-lines that we print as diagnostics contain newlines, which will cause warnings or errors under a strict TAP parser (and one of them wasn't correctly prefixed with '#' anyway). TAP parsers only parse stdout, not stderr, so we can use stderr for these diagnostic messages.
[smcv: Expand commit message]
Taken out of !135 (closed) to be able to merge it sooner.