Bug #39213 Could not find reason for skipping test

mysql-test/mysql-test-run.pl

@@ -4259,6 +4259,12 @@ sub start_mysqltest ($) {
     my $extra_opts= get_extra_opts($mysqld, $tinfo);
     mysqld_arguments($mysqld_args, $mysqld, $extra_opts);
     mtr_add_arg($args, "--server-arg=%s", $_) for @$mysqld_args;
+
+    if (IS_WINDOWS)
+    {
+      # Trick the server to send output to stderr, with --console
+      mtr_add_arg($args, "--server-arg=--console");
+    }
   }
 
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