Warn when connections settings from a lower-priority level are ignored

[elprans]

The connection parameter priority level system is a frequent source of confusion (see #1174, edgedb/edgedb#6454, and this Discord thread). This can be alleviated by printing a warning whenever a parameter is set but is ignored.

[quinchs]

Should this be done at the CLI level or in the rust binding as part of builder.rs? https://github.com/edgedb/edgedb-rust/blob/master/edgedb-tokio/src/builder.rs#L1064-L1139