Restore --keep-stderr for Handler::FCGI.

Commit cafa5db broke --keep-stderr for Handler::FCGI: psgi.errors ended
up being set to an unopened filehandle, so errors disappeared into
nowhere.

The call to FCGI::Request was always wrong: that function behaves like
'open' in that it points the passed-in filehandles at the FCGI streams,
so it never makes sense to pass the same filehandle twice. If it had
done anything it would have copied the response to the error log; in
fact it did nothing.

Also change the documentation to reflect reality: --keep-stderr has
always send psgi.errors to STDERR, not STDOUT.