Update user dir config file search path

Update user dir config file search path

Search in XDG_CONFIG_HOME as per XDG Base Directory Specification
in addition to $HOME/.openocd.

On Darwin, search in ~/Library/Preferences/org.openocd/ which
appears to be one of the conventional locations.

Make $OPENOCD_SCRIPTS highest priority on all platforms, previously
it was only higher on WIN32.

Update the documentation to reflect the search order.

Change-Id: Ibaf4b59b51fdf452712d91b47ea2b5312bb5ada9
Signed-off-by: Andreas Fritiofson <andreas.fritiofson@gmail.com>
Reviewed-on: http://openocd.zylin.com/3890
Tested-by: jenkins
Reviewed-by: Antonio Borneo <borneo.antonio@gmail.com>