BEGIN QUERY CAPTURE requests take precedence over BEGIN QUERY LOGGING requests. If you submit a BEGIN QUERY LOGGING request when there is already an active BEGIN QUERY CAPTURE request on the same user, the query logging takes place for the user in all the sessions except for the CAPTURE session and the query capture session continues capturing queries.
This is true whether the BEGIN QUERY LOGGING statement was issued in the capture session or from another session. The opposite is true when you submit a BEGIN QUERY CAPTURE request when there is already an active BEGIN QUERY LOGGING request on the same user. The query capture takes place for the capture session and the query logging for the user continues for all the other sessions.