mysql client program conflicting protocol options deserve warnings

MDEV-14974 has improved on handling combinations of different connection protocol options.

However there are cases when a warning is missed out to inform on (and possibly explain why) a supplied option got ignored. In my view it's better to emit such warnings, even though the docs say on behavioral nuances.
E.g

../client/mysql --port=1234 --protocol=socket --socket=/home/andrei/MDB.WTs/CS/Review/W/mysql-test/var_expr/tmp/mysqld.1.sock --user=root
Welcome to the MariaDB monitor.

port is disregarded (and silently) while host does not:

../client/mysql --protocol=socket --host=127.0.0.1 --socket=/home/andrei/MDB.WTs/CS/Review/W/mysql-test/var_expr/tmp/mysqld.1.sock --user=root
ERROR 2002 (HY000): Can't connect to server on '127.0.0.1' (115)

When both host,port are supplied they are favored over socket, but silently

../client/mysql --host=127.0.0.1 --socket=/home/andrei/MDB.WTs/CS/Review/W/mysql-test/var_expr/tmp/mysqld.1.sock --port=12460 --user=root
Welcome to the MariaDB monitor.