e2e: treat stderr output as error

This is to catch situations like

--- PASS: TestProxyGoogleCom (0.33s)
stderr: 2023/08/14 15:07:19 Unsolicited response received on idle HTTP channel starting with "\r\n"; err=<nil>

exit status 1

e2e/setup/callback.go

@@ -36,19 +36,17 @@ func makeTestCallback(run string, debug bool) func() error {
 			return err
 		}
 
-		if stderr.Len() > 0 {
-			fmt.Fprintln(os.Stderr, "stderr:")
-			stderr.WriteTo(os.Stderr)
-			fmt.Fprintln(os.Stderr)
-		}
-
 		s := strings.Split(stdout.String(), "\n")
 		for _, l := range s {
 			if strings.HasPrefix(l, "---") {
 				fmt.Fprintln(os.Stdout, l)
 			}
 		}
 
+		if stderr.Len() > 0 {
+			return fmt.Errorf("stderr: %s", stderr.String())
+		}
+
 		return nil
 	}
 }