a-v-ssh: print setup command stderr in real time

Capturing stderr and printing it once the setup script is done has some drawbacks: (1) we get the output only once the setup script is done, which makes debugging problems more difficult, and (2) due to buffering, log messages may appear in the wrong order, and when --log-file is used, get timestamped in the wrong order. Not capturing stderr appears to fix or at least mitigate these issues.