[CLI mode] expose server stderr logging

[cristiand391]

Is your feature request related to a problem? Please describe.
While working on my server I do multiple console.error calls for debugging, I can see those in the web ui (Error output from MCP server section on the bottom left corner) but there's no flag for CLI calls to also include stderr output from the server.

Describe the solution you'd like
An opt-in flag for the inspector CLI to forward server stderr output.

Describe alternatives you've considered
using the web ui/client debugging panel that includes stderr.

[richardkmichael]

Also #408