Stderr in regular tests should probably go to out as well

[out] in regular tests should probably include stderr as well.

Recently, while making https://github.com/python/mypy/pull/19494, I learned that normal tests do not account for errors that go to stderr instead of stdout. This should be fixed, if possible (without performance penalty, so that normal tests can run a broader swath of tests.

This would allow more tests to be moved from slow cmdline tests to fast normal tests, à la https://github.com/python/mypy/issues/5966

I tried mucking about with the invocation of build.build in what struck me as the obvious ways, but even though I was able to get various ---------------------------- Captured stderr call ----------------------------- messages to pop off, I couldn't get the stderr to actually go into [out], even in a very crude way.

I'm not sure about how all this is plumbed, but it seems to me there's a minimal risk of erroneous stderr output messing up unrelated tests with false positives (or are they false negatives?), if we did have this working.

Comienza rastreando cómo las pruebas habituales invocan build.build y cómo [out] captura actualmente la salida; después, compara ese flujo con las pruebas de línea de comandos lentas mencionadas. El trabajo estará terminado cuando stderr se incluya en [out] para las pruebas habituales sin penalización de rendimiento, permitiendo trasladar las pruebas adecuadas a la ruta más rápida.