[ENH] Improve verbose for HC2

[TonyBagnall]

Reference Issues/PRs

Part of #2815

What does this implement/fix? Explain your changes.

This PR is primarily to add better verbose print information to HC2, and its components. Decided to not go fully logging as yet.

Changes

1. Added a log function, with levels we can use later
2. Added a _fit_component method to tidy it up

To do:
make alpha weight a parameter
put initialisation in a function
store a local copy of parameters if passed in init

level 1 verbose

level 2 will print out classifier

[aeon-actions-bot]

Thank you for contributing to aeon

I have added the following labels to this PR based on the title: [ enhancement ].
I would have added the following labels to this PR based on the changes made: [ classification ], however some package labels are already present.

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