database/pg/pgtest: warn when $CHAIN is unset
database/pg/pgtest: warn when $CHAIN is unset

Closes chain/chainprv#913.
Reviewers: da39a3ee5e6b4b0d3255bfef95601890afd80709@jeffomatic

chain/chain,chain/chain,chain/chain,chain/chain,chain/chain,chain/chain