gdb: rename lin-lwp to linux-nat in set/show debug

Rename 'set debug lin-lwp' to 'set debug linux-nat' and 'show debug
lin-lwp' to 'show debug linux-nat'.

I've updated the documentation and help text to match, as well as
making it clear that the debug that is coming out relates to all
aspects of Linux native inferior support, not just the LWP aspect of
it.

The boundary between general "native" target debug, and the lwp
specific part of that debug was always a little blurry, but the actual
debug variable inside GDB is debug_linux_nat, and the print routine
linux_nat_debug_printf, is used throughout the linux-nat.c file, not
just for lwp related debug, so the new name seems to make more sense.