All progress output goes to stderr via `eprintln!`

[jCabala]

Consumers cannot distinguish progress messages from actual errors. Every status message ("Logging in...", "Creating DKG session...", "Waiting for participants...") is written to stderr.

• src/dkg/comms/http.rs:94,125,136,156
• src/coordinator/comms/http.rs:70,92,157,186
• src/participant/comms/http.rs:144,170,209,237,255
• src/cli/init.rs:21,23,28,33
• src/cli/session.rs:69,81,82,88,91,97
• src/cli/contact.rs:98,99,125,126,127,131,145,146,147

Originally created in: https://github.com/Nori-zk/mina-multi-sig-example/blob/main/FEEDBACK.md