Catch and redirect stderr to clog, but i think it should happen transparently. (it does look good when it works, though...)
It would also make sense to apply the same formatting (and perhaps a similar '[WARNING]' formatting for the Log call:
Log("test log level 0",0,3); << prints with error formatting
Log("test log level 0",1,3); << prints with warning formatting
Log("test log level 0",2,3); << prints with normal formatting