Avoid reference to undefined name: stderr does not exist, sys.stderr does

Summary:
Backport 2-of-6 for Core PR10781
T473

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

Subscribers: teamcity

Differential Revision: https://reviews.bitcoinabc.org/D1999