## What changes were proposed in this pull request?

testthat library we are using for testing R is redirecting warning (and disabling `options("warn" = 2)`), we need to have a way to detect any new warning and fail

## How was this patch tested?

manual testing, Jenkins

Author: Felix Cheung <felixcheung_m@hotmail.com>

Closes #15576 from felixcheung/rtestwarning.