bash io-redirection stderr – Does ‘Segmentation Fault’ Message Come Under STDERR?

You need to surround the non-printing parts of your prompt (including but not limited to escape sequences for changing colors) with \[ and \].

Your original prompt: \e[0;36m[\u@\h \W]\$ \e[m
Fixed prompt: \[\e[0;36m\][\u@\h \W]\$ \[\e[m\]

The \[ and \] tell bash that everything in between does not actually print to the screen, i.e. has zero length. The calculated prompt length is needed to know where to echo characters you type. Leaving out \[ \] causes bash to compute an incorrect prompt length, which often leads to strange terminal geometry-dependent behavior due to bash's idea of where the cursor is not matching up with reality.

$ echo $((141-128))
13
$ kill -l | grep 13
13   PIPE Broken pipe                   29   INFO Information request
$ 

So that 141 is how the shell kluges the 16-bit exit status word (see wait(2)) containing a PIPE signal into a single number; this does not happen for the exit 3 case as that happens after the data being piped has been done processed by awk (and zgrep has nothing more to write to awk via the pipe). The exit 2 instead happens very early while zgrep still has data it wants to pipe to awk, so zgrep gets whacked with a PIPE when it tries to write to the awk that has gone away.