I have an external dll written in C# and I studied from the assemblies documentation that it writes its debug messages to the Console using Console.WriteLine.>
It basically amounts to the following:
var originalConsoleOut = Console.Out; // preserve the original stream
using(var writer = new StringWriter())
{
Console.SetOut(writer);
Console.WriteLine("some stuff"); // or make your DLL calls :)
writer.Flush(); // when you're done, make sure everything is written out
var myString = writer.GetStringBuilder().ToString();
}
Console.SetOut(originalConsoleOut); // restore Console.Out
So in your case you'd set this up before making calls to your third-party DLL.