Ensure GDB warnings are styled.

While handling the comments of Tom related to
  [RFC] Have an option to tell GDB to detect and possibly handle mismatched exec-files.
  https://sourceware.org/ml/gdb-patches/2019-12/msg00621.html
I saw that GDB warnings are produced ignoring the given styles.

This patch:
  * ensures that style markups are properly handled by "warning".
  * changes 'set/show data-directory' so that file style is used
    in warnings and in 'show message'
  * changes all other messages in top.c to use file style when appropriate.
  * Uses the above data-directory changes in gdb.base/style.exp

2020-01-03  Philippe Waroquiers  <philippe.waroquiers@skynet.be>

	* ui-file.c (stdio_file::can_emit_style_escape)
	(tee_file::can_emit_style_escape): Ensure style is used also on
	gdb_stderr when gdb_stderr is a tty supporting styling, similarly
	to gdb_stdout.
	* main.c (set_gdb_data_directory): Use file style to output the
	warning that the given pathname is not a directory.
	* top.c (show_history_filename, gdb_safe_append_history)
	(show_gdb_datadir): Use file style.

2020-01-03  Philippe Waroquiers  <philippe.waroquiers@skynet.be>

	* gdb.base/style.exp: Test that warnings are styled.

gdb/main.c

@@ -124,7 +124,8 @@ set_gdb_data_directory (const char *new_datadir)
       print_sys_errmsg (new_datadir, save_errno);
     }
   else if (!S_ISDIR (st.st_mode))
-    warning (_("%s is not a directory."), new_datadir);
+    warning (_("%ps is not a directory."),
+	     styled_string (file_name_style.style (), new_datadir));
 
   gdb_datadir = gdb_realpath (new_datadir).get ();