How do I show warnings when loading data created from mysqldump?

You should startup mysqld with log-warnings (it should be on by default) and also the max error count

[mysqld]
log-warnings
max-error-count=9999999999

You may have to start the mysql client with

SET SQL_WARNINGS = 1;

This is not mysqld setting, it's a mysql client session setting.

You may want to add show-warnings to mysql client session

mysql -u... -p -hlocalhost --show-warnings

With the mysql client you can also do:

mysql> tee import.log
mysql> source .\test.sql

then view the import.log file created in the current directory.