install4j has always offered the possibility to redirect stderr and stdout to files. The main purpose of this feature is to analyze uncaught exceptions and to get debug information when something goes wrong in a customer's installation.
The redirection files are created lazily, meaning that as long as there is no output, the file will not be created or replaced. However, once output is detected, the redirection file is created or overwritten. This has been the only option so far and while it is often sufficient to retain the error or debug output of the last run, in some cases you might want to keep the entire output over multiple invocations of the launcher.
In the upcoming install4j 4.2.4, we have added this feature and in the redirection step of the launcher wizard, you can change the classic "Overwrite" behavior to "Append".
The redirection file will still be created lazily, but it will be appended to if it already exists.