This works:
psql -XqAt "<DB_URI>" \
-c "\copy select 1) to out.sql"
Can EXPLAIN be output to a file as well? If the above SELECT 1 is prepended with explain(analyze,buffers,costs,timing,verbose,format json)
psql -XqAt "<DB_URI>" \
-c "\copy (explain(analyze,buffers,costs,timing,verbose,format json) select 1) to out.sql"
this then errors.
Your command is incorrect. Youre using \copy but thats only used to copy data from a table to a file not for running sql queries. If im not mistaken this should work: