Make verbosity level mandatory with telemetry opt (#5057)

* Make verbosity level mandatory instead of defaulting to 0 when using --telemetry-url

* Update README docs

* Change TelemetryError struct to enum

* Return TelemetryParsingError instead of a Boxed dyn error

* Replace spaces by tabs

* Add example of expected format for telemetry-url

* Remove UrlParsingError; Call to_string instead of parse for TelemetryEndpoints url