Improve capture warnings logic.

- Delay capturing of $stderr until `before(:suite)` hook.
  When we capture prior to that, it silences syntax error
  failures as they are printed to $stderr.
- Delay setting of $VERBOSE until that point. Otherwise
  we get a flood of early warnings from all the gems we load.
- Redirect $stderr back to STDERR (the original stderr stream)
  so that any problems after that point are not silenced.
Fix confusing errors from request/response body state mutation.