[C++] Making warning handler configurable

[asfimport]

We emit warnings in a few places where either we don't want to raise an error, or we simply cannot do so (for example in a destructor, or a void-returning handler to a foreign library). Currently, warnings are printed out in an inflexible log format specific to Arrow C++. It would be much better to make the emission of warnings configurable (for example, PyArrow would probably like to redirect them to the Python warnings machinery).

Reporter: Antoine Pitrou / @pitrou

Related issues:

• [C++][Python] Log warning when user tries to write parquet table with incompatible type (is related to)

_{Note: This issue was originally created as ARROW-15508. Please see the migration documentation for further details.}

[github-actions]

This issue has been marked as stale because it has had no activity in the past 365 days. Please remove the stale label or comment below, or this issue will be closed in 14 days. If this improvement is still desired but has no current owner, please add the 'Status: needs champion' label.