If I issue a SysRq command, how do I redirect that output (whether it is stdout or stderr is documented nowhere) to |less, |more or |tee?
You can't specifically redirect the output caused by an Alt+SysRq request. It goes to the console.
The output caused by Alt+SysRq is sent to the kernel logs, so if you want to read it after the fact, you can look for it in the output of the
dmesg command, or wherever your system stores the kernel logs (e.g. /var/log/kern.log`).
If you're able to type a shell command line, then why would you use Alt+SysRq instead of some equivalent shell command anyway? Alt+SysRq is intended for emergency situations where you can't access the computer normally.