Here are some experimentation results.
First off, the errors:
Now my setup:
The “Debug Depth” seems to work just fine. Outputting the textures shows the errors above. It spits out everything fine except for the depth, which is not there. Ambient Occlusion is also empty but that one might be on me, I might have forgotten to bake out AO in SpeedTree for that particular tree. However, for most of the textures the text is still there:
Are these actual issues or am I just doing it wrong?