[MXNET-1287] Miscellaneous Scala warning fixes

[zachgk]

Description

This fixes Scala compiler warnings due to bad links in docs and types for macros. It also removes printing during tests or switches it to debug messages. Contains a part of #13995.

@lanking520 @andrewfayres

Checklist

Essentials

Please feel free to remove inapplicable items for your PR.

• The PR title starts with [MXNET-$JIRA_ID], where $JIRA_ID refers to the relevant JIRA issue created (except PRs with tiny changes)
• Changes are complete (i.e. I finished coding on this PR)
• All changes have test coverage:
• Unit tests are added for small changes to verify correctness (e.g. adding a new operator)
• Nightly tests are added for complicated/long-running ones (e.g. changing distributed kvstore)
• Build tests will be added for build configuration changes (e.g. adding a new build option with NCCL)
• Code is well-documented:
• For user-facing API changes, API doc string has been updated.
• For new C++ functions in header files, their functionalities and arguments are documented.
• For new examples, README.md is added to explain the what the example does, the source of the dataset, expected performance on test set and reference to the original paper if applicable
• Check the API doc at http:https://mxnet-ci-doc.s3-accelerate.dualstack.amazonaws.com/PR-$PR_ID/$BUILD_ID/index.html
• To the my best knowledge, examples are either not affected by this change, or have been fixed to be compatible with this change

[zachgk]

@mxnet-label-bot add [Scala, Maven, pr-awaiting-review]

[lanking520]

switch println to logger.debug?

[zachgk]

Honestly, I don't think there is any merit in keeping them. If you actually needed to see that information, you would probably be better off adding the specific debug statements you need or just using a debugger. It is most likely just left in by accident from development and should not have been checked into git at all

[lanking520]

LGTM