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Route verify script output to stderr
**What this PR does / why we need it**:
This changes a few of the review scripts that weren't routing their output to stderr, to route there error output there. This allows the junit report to pick up on the error message.
**Which issue(s) this PR fixes** *(optional, in `fixes #<issue number>(, fixes #<issue_number>, ...)` format, will close the issue(s) when PR gets merged)*:
sort of fixes#59518
**Special notes for your reviewer**:
**Release note**:
```release-note
NONE
```
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