Avoid reference to undefined name: stderr does not exist, sys.stderr does
Backport 2-of-6 for Core PR10781
Test Plan: I don't think anyone of us uses this, so I didn't really test it.
Reviewers: deadalnix, schancel, Fabien, #bitcoin_abc
Reviewed By: Fabien
Differential Revision: https://reviews.bitcoinabc.org/D1999