Fix #9940: Print debuglevel parse errors to console when changed from console

[nielsmh]

Motivation / Problem

The SetDebugString function doesn't care if it gets called from a commandline parameter or from the internal console. It always uses error output as if it was called during startup where the GUI might not be available.

Description

Make it take a callback for reporting parse errors.

Limitations

Slightly more annoying to call, but it's only called from 3 places.

Checklist for review

Some things are not automated, and forgotten often. This list is a reminder for the reviewers.

• The bug fix is important enough to be backported? (label: 'backport requested')
• This PR touches english.txt or translations? Check the guidelines
• This PR affects the save game format? (label 'savegame upgrade')
• This PR affects the GS/AI API? (label 'needs review: Script API')
  • ai_changelog.hpp, gs_changelog.hpp need updating.
  • The compatibility wrappers (compat_*.nut) need updating.
• This PR affects the NewGRF API? (label 'needs review: NewGRF')
  • newgrf_debug_data.h may need updating.
  • PR must be added to API tracker

[LordAro]

Doesn't fix the other part of #9940 (partial parses still affect debuglevel), as far as I can tell?

[nielsmh]

Oh, I totally missed that the bug report was supposed to be two bug reports.