gdb_server was removed in commit 0f669132a0 ("kernel: remove
gdb_server"), but still has a testcase that sets CONFIG_GDB_SERVER=y,
and some code in arch/x86/debug.
Remove the leftover parts. This also gets gets rid of undefined
references to the CONFIG_GDB_SERVER symbol.
Signed-off-by: Ulf Magnusson <Ulf.Magnusson@nordicsemi.no>