[ci] check PowerShell scripts with PSScriptAnalyzer

[StrikerRUS]

Fixed #6498.
Fix reported warnings from #6498 (comment) and new ones from non-default rules.

[StrikerRUS]

This PR looks quite big for reviewing. I think it's better to split it into several smaller PRs. @jameslamb WDYT?

[jameslamb]

I agree @StrikerRUS , I think it'd be better as separate PRs. How about just 2?

First PR:

• whitespace / indentation changes (including to other files like lint-r-code.R)
• .editorconfig changes
• installing and running ScriptAnalyzer (but with a || exit 0, so it echoes to logs but isn't fully enforced)
• Check-Output to Assert-Output change

Second PR:

• any remaining changes
• switching that || exit 0 to || exit 1 to enforce it

If that's too difficult, then I'm happy to follow any sequence you want and I'll try to provide reviews quickly. But at a minimum I think the first PR should introduce the test.sh changes with || exit 0, similar to what we did in the past for cpplint (#1990).

[StrikerRUS]

@jameslamb Yeah, sure! I'll split this PR into 2 or 3 smaller ones that will be comfortable to review.