As of v4.45.05, calls to System.Console.Error.WriteLine appear to be silently ignored. It would be nice to see this output, ideally in a red font. This post linked below suggests using Util.Highlight("text").Dump(). Perhaps System.Console.Error.WriteLine could automatically map to this, much as System.Console.WriteLine automatically maps now. This would make LINQPad samples more portable.

http://linqpad.uservoice.com/forums/18302-linqpad-feature-suggestions/suggestions/690974-please-support-console-foregroundcolor