Neat trick to capture STDERR into a text file for the next command but also exit with the preserved exit code after then.

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gradle \
     build \
     2> >(tee error.log >&2)

EXIT_CODE=${PIPESTATUS[0]}

if [[ -s "error.log" ]] && [[ ${EXIT_CODE} -ne 0 ]]
then
  cat error.log  | buildkite-agent annotate --style "error"
fi

exit $EXIT_CODE