bml: go back to close()

We need to close() eventually anyway. Shutdown would be useful if we'd like to
seal our side of the socket-pipe.
bmlhost: also unlink the socket file when closing

As we create random names, cleanup on exit as well.
log: log to stderr

Stderr is unbuffered and meant for diagnostics.
bml: add todo comment regarding socket file security
logging: some logging cleanup