Ag output appears different in the terminal vs when piped to a file

Standard input and standard output are not commands.

Imagine commands as machines in a factory with an assembly line. Most machines are designed to have one conveyor belt to feed data in and one conveyor belt to feed data out; they are the standard input and the standard output respectively. The standard error is an opening on the side of the machine where it can eject rejects.

+-------+     +------------------+       +------------------+     +------+
| input |     |    machine A     |       |    machine B     |     |output|
| reser ­­­|=====|<stdin     stdout>|=======|<stdin     stdout>|=====|bucket|
| ‑voir |  →  |      stderr      |   →   |      stderr      |  →  |      |
+-------+     +------------------+       +------------------+     +------+
                      ||                          ||

The diagram above shows a conveyor belt that goes through two machines. The data comes from the input reservoir on the left, is fed to machine A, then the output is conveyed further to machine B (for which it is input), and machine B's output is deposited in the output bucket on the right.

In unix terms, this is called a pipeline. The metaphor is that of plumbing: a pipe connects machine A to machine B. The shell syntax for the pipeline above is

<input-file.txt commandA | commandB >output-file.txt

The < redirection symbol tells the shell to connect commandA's standard input to the file input-file.txt before launching commandA. (You can put the redirection before or after the command name.) The > redirection symbol tells the shell to connect commandB's standard output to output-file.txt. The pipe ("|") symbol in the middle tells the shell to connect commandA's standard output to commandB's standard input before launching them.

Commands can have more than one input and more than one output, but that's material for another day.

...is there a (concise) way to scan a program's standard out and/or standard error streams with something like grep and set exit status accordingly, but also let both streams go to their normal destinations?

...my_program writes its error messages to standard out, not standard error, so a solution that can only scan the standard output stream is OK, though not ideal.

My solution answers the bolded portion above.

I think the easiest way to do this is through awk:

myprogram |
awk 'BEGIN {status = 0} /error message/ {status = 1} 1; END {exit(status)}'

The awk command outputs everything it inputs exactly as-is, but at the end it exits with a status dependent on whether "error message" was a part of the input.

Concise version (with a shorter variable name):

myprogram | awk 'BEGIN{s=0} /error message/{s=1} 1; END{exit(s)}'