Yeah, Windows NT Workstation 3.1 was the first Windows to have stderr redirection[1]. Windows 95, 98 and Millennium (oh, that horrid edition. I actually bought it! Gag.) don't support redirecting STDERR according to Wiki[2].
Thanks. Thus it seems that I misinterpreted it (I was on NT 4): I've got somewhat solid confirmation that Perl also supported it on NT, thus I guess I got to the conclusion from old docs that were written for Win95/98/ME.
Yes -- I was just indicating that WinNT was the first Windows to do it. Every Windows based on the NT kernel supports stderr redirection. Win95, 98, and ME didn't, since they were on a different kernel.
[1] https://support.microsoft.com/en-us/kb/110930
[2] https://en.wikipedia.org/wiki/COMMAND.COM#Redirection.2C_pip...