In open_debug_file() if we failed to open the log file, we tried to print a message to DebugFP.  Well, that very well might be null, so we try stderr if it is NULL.
In open_debug_file() if we failed to open the log file, we tried to print
a message to DebugFP.  Well, that very well might be null, so we try
stderr if it is NULL.

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