When trying to execute a SQLCMD command line via Dollar Universe from an internal script (CL_INT) it doesn't generate a log file.
SQLCMD.EXE -S <server-name> -E -o <log_file> -d master -h -1 -Q "<sql_query>"
SQLCMD.EXE -S <server-name> -E -d master -h -1 -Q "<sql_query>" > -o <log_file>
The queries do generate a log when executed from the Windows command line
The solution is to add the SQL login credentials, options -U <user> and -P <password>