If you've redirected things you should be getting the STDERR output as well.

$ perl -E '$foo = qx{zsh -c "print I GO TO OUT; print I GO TO ERR 1>&2
+" 2>&1}; say qq{foo: |$foo|}'
foo: |I GO TO OUT
I GO TO ERR
|
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My suspicion is that the output may be explicitly going to the tty instead of STDERR so redirection this way isn't going to affect it.

Update: Well nope, that's not it. Seems to capture things fine for me (OS X, perl 5.18.2, homebrew'd ffmpeg 4.2.1).

$ perl -E '$foo = qx{ffmpeg -f s16le -i /dev/null 2>&1}; say qq{foo: |
+$foo|}'
foo: |ffmpeg version 4.2.1 Copyright (c) 2000-2019 the FFmpeg develope
+rs
  built with Apple LLVM version 10.0.0 (clang-1000.11.45.5)
  configuration: --prefix=/Users/fletch/lib/homebrew/Cellar/ffmpeg/4.2
+.1_2 --enable-shared --enable-pthreads --enable-version3 --enable-avr
+esample --cc=clang --host-cflags='-I/Library/Java/JavaVirtualMachines
+/jdk1.8.0_221.jdk/Contents/Home/include -I/Library/Java/JavaVirtualMa
+chines/jdk1.8.0_221.jdk/Contents/Home/include/darwin' --host-ldflags=
+ --enable-ffplay --enable-gnutls --enable-gpl --enable-libaom --enabl
+e-libbluray --enable-libmp3lame --enable-libopus --enable-librubberba
+nd --enable-libsnappy --enable-libtesseract --enable-libtheora --enab
+le-libvidstab --enable-libvorbis --enable-libvpx --enable-libx264 --e
+nable-libx265 --enable-libxvid --enable-lzma --enable-libfontconfig -
+-enable-libfreetype --enable-frei0r --enable-libass --enable-libopenc
+ore-amrnb --enable-libopencore-amrwb --enable-libopenjpeg --enable-li
+brtmp --enable-libspeex --enable-libsoxr --enable-videotoolbox --disa
+ble-libjack --disable-indev=jack
  libavutil      56. 31.100 / 56. 31.100
  libavcodec     58. 54.100 / 58. 54.100
  libavformat    58. 29.100 / 58. 29.100
  libavdevice    58.  8.100 / 58.  8.100
  libavfilter     7. 57.100 /  7. 57.100
  libavresample   4.  0.  0 /  4.  0.  0
  libswscale      5.  5.100 /  5.  5.100
  libswresample   3.  5.100 /  3.  5.100
  libpostproc    55.  5.100 / 55.  5.100
Guessed Channel Layout for Input Stream #0.0 : mono
Input #0, s16le, from '/dev/null':
  Duration: N/A, bitrate: 705 kb/s
    Stream #0:0: Audio: pcm_s16le, 44100 Hz, mono, s16, 705 kb/s
At least one output file must be specified
|
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qx// only captures the command's STDOUT, to get STDERR, you'd have to use the redirection you showed, although whether that works will be dependent on the exact system you're running on - see The problem of "the" default shell.

print qx(ffmpg -f s16le -i out.raw 2>&1); does not capture the output of the ffmpeg-command.

Unfortunately I can't reproduce that, qx/ffmpeg ... 2>&1/ works for me on my Linux system. You'll have to be more specific about what system you're on, what version of Perl, version of ffmpeg, etc.

I am aware that there are other ways to capture stderr

Unless this is a script where you're certain it will only be run on one machine and it doesn't need to be portable, I really, strongly recommend to use one of those alternative ways. I wrote about them here (in short, IPC::Run3 for short-lived subprocesses, and IPC::Run for longer-running ones, in case you need to interact with them, run them in the background, etc.).

Yeah. The default shell seems to be a likely culprit.

I am on Debian testing, perl 5.26.1 ffmpeg 4.2.1.

It's not a big deal, I just would like to understand what is going on...

I just would like to understand what is going on...

The versions you named don't seem very exotic, and without being able to reproduce it, I can't tell you more. Is qx(ffmpg -f s16le -i out.raw 2>&1) the actual command you're running (is "ffmpg" a typo)? Because if you're doing any other redirections there, the order makes a difference. Otherwise, I'd suggest debugging with strace and perhaps lsof to get some clues why your redirection isn't working.

There are lots of other options, e.g. System::Command, which let you handle each std stream individually, if you don't have to use qx

There is also Capture::Tiny which will capture your std streams, from manpage:

use Capture::Tiny ':all';
 
my ($stdout, $stderr, $exit) = capture {
  qx/ls -al file-does-not-exist/
};
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p.s. I leave here just for reference a guide to IO redirection in bash - really cool stuff: http://tldp.org/LDP/abs/html/io-redirection.html