Raised from #2247

We should introduce a new config setting that allows users to choose where errors and debug messages are logged to. By default, we log them to stderr. While it's the default way of handling errors and debug output in *sh, it's inconvenient in PowerShell because it leads to additional complexity in handling errors. With this config settings, users can choose to have their output logged to stdout along with all other output and more easily use CLI in PowerShell.

• config option: errorOutput
• allowed values: stdout, stderr
• default: stderr