Clean up some confusion about where and how to set whereToSendOutput.

Clean up some confusion about where and how to set whereToSendOutput.
We will no longer try to send elog messages to the client before we have
initialized backend libpq (oops); however, reporting bogus commandline
switches via elog does work now (not irrelevant, because of PGOPTIONS).
Fix problem with inappropriate sending of checkpoint-process messages
to stderr.