You can catch errors using try-catch and write the messages whereever you want.
Redirecting warnings is more tricky. I use my own warning functions, but warnings created by toolbox functions are harder to catch. You can shadow the built-in function "warning" by a user-defined function, which is store in a folder on top of Matlab's path:
function warning(varargin)
Msg = evalc('builtin(''warning'', varargin{:})');
This looks ugly, but maybe it works.
I do not trust code, which shows warnings. After inverting a matrix, I check the lastwarn state and drop an error in case of problems. If this happens repeatedly, I add some code to check condition of the matrix before the inverting. So I do not used code for productive work, which drops warnings.
