STDERR would be fine. And local $| = 1 would be fine in place of $handle->flush (where $handle is STDOUT or STDERR).
One thing to keep in mind is if anyone is capturing output through redirection or piping. Things that are normal behavior, then, should go to STDOUT and things that need to be "out of band" go to STDERR. I don't know if the dots belong in-band or out-of-band from standard output. I could see a case being made for either behavior. I just picked one and went with it.
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