Show warning when auth_version >= 2 and keystoneclient is missing

Swiftclient hangs forever without any reasonable hint if someone
uses a recent version of swiftclient together with auth version
2 or later. The reason for this is the sys.exit() call in a thread
- the main thread never exists, and swift just waits forever.

Raising a ClientException instead of calling sys.exit() fixes this
and returns the desired information back to the user.

Change-Id: I1fdff85da2dd4b883d337d6098b1695e448d6f2b
Fix misnamed dictionary key.

The response dictionary in _delete_segment attach's any error
it encounters to the dict key 'exception', all other response
dict's use 'error' to store the exception.

Changed to make it consistent and added tests

Also added a third branch in st_delete as messages
created in _delete_container where being silently dropped.

Change-Id: Ifbc3b1fae78910fbc6acf4a86cfb0f60bb1aa336
Merge "Fix misnamed dictionary key."
Merge "Show warning when auth_version >= 2 and keystoneclient is missing"