In the initial version of SSH proxying that only opened direct-tcpip
channels, this wasn't important. But as of commit 6f7c52dcce, we
now support invoking a command or subsystem on the proxy SSH server,
and those _can_ generate stderr data which we must now separate from
stdout.
Happily, we have a perfectly sensible thing to _do_ with it: the same
thing we'd do with stderr coming from a local proxy subprocess, to
wit, pass it to log_proxy_stderr so that it can appear in the terminal
window (if configured to) and the Event Log.
a2ac5ec287