Fix warnings not being printed during config parsing

[kickster97]

WHAT is this pull request doing?

The Log calls in parse_section and do_setup_parser were silent because setup_logger runs after config parsing. Use STDERR.puts instead, matching the existing pattern in parse_sni.

HOW can this pull request be tested?

specs

[claude]

PR Review

No issues found.

The change from Log.warn to STDERR.puts during config parsing is sound — the logging system isn't configured yet at that point, so writing directly to stderr ensures warnings are actually visible. The tests correctly capture stderr via reopen, restore it in ensure, and clean up the temp file. File descriptors are properly managed (dup, reopen, close).