For ray remote jobs, I can see stderr gets printed to the driver session.
However, is there a way to get the stdout for remote jobs? Checking individual job logs can be very useful for debugging.
If you are using Mac, try checking the path
/tmp/ray/session_latest/logs/*.
This should contain stdout and stderr of the Ray cluster. 
Note that the ray directory is probably removed if your cluster is shut down.
Where does ray stdout go?