[gdb] Factor out sig_write

Lambda function sig_write:
...
  const auto sig_write = [] (const char *msg) -> void
  {
    gdb_stderr->write_async_safe (msg, strlen (msg));
  }
...
is defined a few times.

Factor this out into a regular function.

Tested on x86_64-linux.

Approved-By: Simon Marchi <simon.marchi@efficios.com>