Fix .NET proxy to show its errors in CI like the others do

Author: SteveSandersonMS

dotnet/test/Harness/CapiProxy.cs

@@ -65,6 +65,7 @@ async Task<string> StartCoreAsync()
             {
                 if (e.Data == null) return;
                 errorOutput.AppendLine(e.Data);
+                Console.Error.WriteLine(e.Data);
             };
 
             _process.Start();