doc: document that INFO messages always go to client.
doc: document that INFO messages always go to client.

In passing add a couple of links to the message severity table.

Backpatch because it's always been this way.

Author: Karl O. Pinc <d44b628050bee26aac98c659d5c9ef154d01986b@meme.com>

xinzweb/gpdb,adam8157/gpdb,lisakowen/gpdb,greenplum-db/gpdb,xinzweb/gpdb,greenplum-db/gpdb,lisakowen/gpdb,greenplum-db/gpdb,greenplum-db/gpdb,adam8157/gpdb,50wu/gpdb,lisakowen/gpdb,lisakowen/gpdb,greenplum-db/gpdb,50wu/gpdb,adam8157/gpdb,adam8157/gpdb,50wu/gpdb,xinzweb/gpdb,greenplum-db/gpdb,xinzweb/gpdb,adam8157/gpdb,lisakowen/gpdb,50wu/gpdb,50wu/gpdb,lisakowen/gpdb,greenplum-db/gpdb,lisakowen/gpdb,adam8157/gpdb,50wu/gpdb,greenplum-db/gpdb,50wu/gpdb,lisakowen/gpdb,adam8157/gpdb,xinzweb/gpdb,xinzweb/gpdb,adam8157/gpdb,xinzweb/gpdb,xinzweb/gpdb,50wu/gpdb