Improved usage of stderr for logging.

Dumpstate have some macros that write logs to both ALOG and stderr,
which is useful when the latter is redirected to a file.

But prior to this change, only the log statements from dumpstate.cpp
were using it, and utils.cpp was logging to stderr directly.

This change not only uses MYLOGE for all error messages, but also closes
stderr at the very end (so it doesn't miss statements like the
parameters sent to send_broadcast) and uses MYLOGD for the overall progress.

BUG: 27437378
Change-Id: I373a523e20c98d8f445822103784fa9900c6c684