Add a mode to "interleave" stdout and stderr

ATM we write both stdout and stderr into different files.

I would like to be able to switch to another mode, which would dump them into the same file, so ideally mimicing how humans see it dumped to the terminal. Ideally we might want to annotate somehow which stream it is e.g.

```
[stdout] output to stdout
[stderr] output to stderr
```

may be there is already a separate helper which could help us with that and push everything to stdout with annotations (not just `2>&1`) and we could just turn off e.g. stderr output, and overall just an example/howto?

Review the existing command-capture path that currently writes stdout and stderr to separate files. Clarify whether the requested mode should preserve stream ordering and/or add annotations, then define completion as a selectable mode that produces one combined output file with the agreed behavior.

Written by the indexing model from the issue text.