If the rolling logger has issues opening it's next file, it defaults to stderr:
312 *fpp = stderr;
However, after it's done filling up (as it tracks the file size writes by itself, and not by using system calls), it will close it:
200 rc = (rfup->rfu_current_fp ? fclose(rfup->rfu_current_fp) : 0);
Seems like one might not want that to happen.