This diff will make the sanitizers to output to a log file rather than
stderr, which has some advantages:

• This will prevent unrelated failures in functional tests, as some

assertion are checking the stderr output;

• This will allow for pushing the log files to the artifact list;
• This will make it easier to debug the failures, as related things

are kept together.

As a disadvantage when a sanitizer throw an error it will output nothing
to the console but still fail, creating a "failure for no visible
reason" output. This is mitigated by printing the log file after the tests if
they exist.

See teamcity output, or reproduce locally with the same options.