This commit updates the tests for the error reporting. Since
we are now using the new "progress" module we can no longer
directly mock osStderr. So this now uses the new testutil
helper `CaptureStdio`.
Note also that the behavior of `verbose` and `term` is slightly
different - for backward compatibility in `verbose` mode the
stderr from osbuild is directly connected to the caller stderr.
For term mode this is not done to prevent spurious message from
leaking into the terminal progress and the full error is available
from the actual go error as captured output.