Make mysqli_warning constructor private

Make mysqli_warning constructor private

The constructor was already effectively inaccessible (protected
on a final class). This just makes it more obvious and removes
the implementation in favor of directly throwing.

Per the removed test, this was an unfinished feature, and I don't
think it makes a lot of sense to finish it -- the
mysqli_stmt::get_warnings() interface makes more sense than
direct construction.

Closes GH-6208.