Show warnings when a request is slow

[DanielVandH]

As discussed @davidanthoff , this outputs a warning when the duration of a request exceeds 1 second. I put the warning here instead of request_wapper so that the request name has a better formatting.

• [x] Changelog mention. If this PR should be mentioned in the CHANGELOG for the Julia VS Code extension, please open a PR against https://github.com/julia-vscode/julia-vscode/blob/master/CHANGELOG.md with those changes.