No DEBUG messages on stdout/stderr

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debug messages should be printed by default, while warning and error message shouldn't.

could you clarify what makes you conclude this? Preferably using a quote from the page you link?

The Output section mentions that everything only ends up on stdout and stderr "if they are enabled" (the log levels that is, not stdout or stderr).

The default log level is INFO, not DEBUG (end of the Log Statements section):

The default verbosity level is INFO, so DEBUG statements will not be seen by default.

For DEBUG messages to be logged, you'll have to change the debug level of the logger that's emitting them. You could do that using a .conf file loaded by your .launch (wiki/rosconsole: Configuration).