Some modules use the warnings API.

I struggle with pymongo, this module use the warnings API:
https://docs.python.org/2.7/library/warnings.html?highlight=warnings#module-warnings

The multi threaded Diamond architecture doesn't allow to use STDOUT or STDERR.

The logging API can capture warnings messages: 
https://docs.python.org/2.7/library/logging.html#logging.captureWarnings