There isn't a pretty solution and there is no solution that doesn't involve touching the code itself. I've often wished there were a method to embed the command window into an app window but there isn't.
Since it doesn't sound like you want to implement a non-pretty solution that involves touching the code I won't go into more detail unless you want it but it involves try/catch blocks that will catch errors which you can send to a GUI text window. Warnings are trickier. Catching them would require undocumented methods.
What's the problem with the command window? If you're worried that users may not pay attention to it, there's a way to put the command window in their face when an error/warning is detected. It requries changes to the code, of course, so I'll describe it briefly, assuming you don't want to do that work.
The commandwindow() command opens and displays the command window even if an app is on top of it. You can use try/catch statements to detect the error and commandwindow within the catch-block to make sure the user sees the errors. Alternatively, you could wrap the error in an error dialog that displays on top of the app. For warnings, you can use lastwarn at the end of each function to detect if a warning was thrown and if so, use commandwindow to bring the command window into focus or wrap the printed warning in a dialog that appears on top of the app.