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

include/sys/zfs_debug.h

@@ -104,7 +104,7 @@ extern void zfs_dbgmsg_fini(void);
 
 #ifndef _KERNEL
 extern int dprintf_find_string(const char *string);
-extern void zfs_dbgmsg_print(const char *tag);
+extern void zfs_dbgmsg_print(int fd, const char *tag);
 #endif
 
 #ifdef	__cplusplus