[BUGFIX] Fix issue with LogMessageFatal

[anko-intel]

Description

There were two different versions of the LogMessageFatal class in the
same namespace in different files so depending on order of compilation
it sometimes cause mixing it and segmentation fault (probably due to
mixing versions of constructor/destructor (one inlined and one linked))
It is connected with the issue reported on v1.x branch: #20827

Checklist

Essentials

• PR's title starts with a category (e.g. [BUGFIX], [MODEL], [TUTORIAL], [FEATURE], [DOC], etc)
• Changes are complete (i.e. I finished coding on this PR)
• All changes have test coverage
• Code is well-documented

[mxnet-bot]

Hey @anko-intel , Thanks for submitting the PR
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[mozga-intel]

@anko-intel: Why are these files modified here?

[anko-intel]

@anko-intel: Why are these files modified here?

3rdparty/mshadow is no git module any longer. The other words it is not real 3rparty now

[anko-intel]

@mxnet-bot run ci [centos-gpu, centos-cpu]

[mxnet-bot]

Jenkins CI successfully triggered : [centos-cpu, centos-gpu]

[josephevans]

LGTM, Thanks!