DAL/Node: store `current_level` in the context and use it in warnings

What

Store the DAL node's current level in its context. By "current level" we mean the last seen finalized level.

Closes #7706 (closed).

Why

In this way we don't need to rely on the last processed level, which needs to be read from disk.

It also simplifies a bit the code.

It may be useful in the future as well.