[API] Logging, orphaned LBs and empty responses

* Switch DELETEs to use WSME so empty response is returned instead of '""'
* Don't orphan LBs when a DELETE fails, leave the loadbalancers_devices delete
  until we know the Gearman succeeded
* Log useful Gearman information as INFO/WARN/ERROR

Change-Id: I05c8a36bc2c61ab0ccf828c179158ce3c6fc00e6