Show the failing line in bad-rcparams warnings.

[anntzer]

... and emit all warnings through logging, rather than having one of
them go through print().

PR Summary

PR Checklist

• Has Pytest style unit tests
• Code is Flake 8 compliant
• New features are documented, with examples if plot related
• Documentation is sphinx and numpydoc compliant
• Added an entry to doc/users/next_whats_new/ if major new feature (follow instructions in README.rst there)
• Documented in doc/api/api_changes.rst if API changed in a backward-incompatible way

[tacaswell]

👍 in principle, approval contingent on CI passing.

We have one test that is checking stderr for the file name which will need to be updated.

[anntzer]

should be fixed now

[dstansby]

👍 but needs a rebase

[anntzer]

rebased

[timhoffm]

Since this is tagged 3.4 I think I cannot merge now?

[QuLogic]

Four approvals; I don't see why not.