- I was under the impression anything that went to the console also goes to one of the log files such as System.out or System.err. I believe there was a bug in a 6.0 version of WAS where log files and console messages became out of sync, so I'd check your patch version. WAS6 requires a lot of patches.
- Use Log4J. It's better and more configurable, although this has nthing to do with your question.
- I believe there's multiple settings in the admin console that can control logging features. Search the admin console for a sub-group "Logging", I don't recall that exact name but it should be part of a server instance.