fix: address maintainer review feedback on setup-macos.sh

Fix incorrect default Claude Desktop config path — macOS uses
~/Library/Application Support/Claude/claude_desktop_config.json,
not ~/.config/Claude/claude_desktop_config.json.

Capture stderr in merge_config subshell (2>&1) so Python tracebacks
and interpreter errors are surfaced instead of silently dropped when
the command substitution fails under set -e.

Update README.md and docs/PLATFORM_GUIDE.md to reflect the corrected
macOS config path, and split the combined Linux/macOS config location
reference into separate per-platform entries.

Add trailing newline at the end.

docs/PLATFORM_GUIDE.md

@@ -483,7 +483,7 @@ bash setup-macos.sh --verify
 
 **3. Claude Config Not Picked Up**
 
-- Default path is `~/.config/Claude/claude_desktop_config.json`
+- Default path is `~/Library/Application Support/Claude/claude_desktop_config.json`
 - Use `--claude-config` flag to point to a different location
 - Fully quit and reopen Claude Desktop after changes