bug#67542: Warn of shell-command-default-error-buffer non-notification

[Dan Jacobson]

All I know is initially all the output pops up. But if you put
some of it (STDERR) in a separate buffer the separate output doesn't pop 
up.

It's just like saying, "If you don't like living with your parents, you 
can stay in the guest house."

But they don't tell you that the guest house doesn't have electricity, 
plumbing or heating.