Nothing specific to TortoiseHg: it is related to the fact that I am using an
external hook.

BTW, if you try a hook on a local repo, there is nothing wrong in having the
script dump to stderr directly. The issue is when you push to a remote repo
(http in my case) which runs the 'pretxnchangegroup' hook and wants to
forbid the push for a reason or another. That reason is not displayed to the
user.