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[dask] allow tight control over ports (#3994)
* [dask] allow tight control over ports * getting there, getting there * fix params maybe * fixing params * remove unnecessary stuff * fix tests * fixes * some minor changes * fix flaky test * linting * more linting * clarify parameter description * add warning * revert docs change * Update python-package/lightgbm/dask.py * Apply suggestions from code review Co-authored-by: Nikita Titov <nekit94-08@mail.ru> * trying to fix stuff * this is working * update tests * Apply suggestions from code review Co-authored-by: Nikita Titov <nekit94-08@mail.ru> * indent Co-authored-by: Nikita Titov <nekit94-08@mail.ru>
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