scripts: edtlib: Add easy redirection of warnings

Add a 'warn_file' parameter to EDT.__init__() that gives a 'file' object
to write warnings to. Use it to capture and verify warnings generated
for deprecated features in testedtlib.py. This indirectly gets rid of
possibly broken-looking output when running it.

Because any function that writes warnings now needs to use EDT._warn()
(as self._warn()), some functions were moved into the EDT class.

Signed-off-by: Ulf Magnusson <Ulf.Magnusson@nordicsemi.no>