Feature request: Add warning type for doxylink issues or make it configurable

[arwedus]

Doxylink currently prints out a line for each problem it finds, but the output cannot be controlled in any way.

Please either make the output generate a sphinx warning that can be deactivated (e.g. doxylink.skip) or add a config option to control whether these skip notifications shall be generated.

Ideally, I'd like to see them when building with -v, but not in a normal build.