If CRIT/WARN and not-RUNNING/not-syslog-stderr, explicitly fprintf to stderr.

Otherwise startup (like config validation) errors go either to /dev/null,
or just to syslog, which is suboptimal for startup.
No need for the temporary explicit syslog of stderr.
Make validation errors WARNs.

(And missing config->file FATAL, because that indicates internal badness.)
Show a message when we enter RUNNING.
Allow specifying options from the command line.

Overrides the defaults and/or config file.
Done or obsolete TODOs.
Add daemonize option (default=1) for backgrounding the server.
Don't SO_REUSEADDR because otherwise multiple relays can listen.
Trivial leaks found by valgrind.
Add musings about the config save feature.