What does "open gl output not supported" mean in Unreal?

In your case it means that a specific OpenGL debug extension is not supported on the platform your are executing this binary. If you wonder where the message comes from, it’s here: Engine/Source/Runtime/OpenGLDrv/Private/OpenGLDevice.cpp#L434

Basically it’s trying to execute NVidia/AMD specific glDebugMessageCallbacks, but because neither have been initialized, you get that message out.