Fix Windows CI's Powershell not propagate error by default

[Cloud0310]

Previous Windows GNU and MSVC target on CI/CD has different report. This is what I found when dealing with CI/CD errors on #5056.
This is due to the default shell for running GNU target on Windows is pwsh, and its not exiting upon first error, causing checking failures being ignored.

Note: assisted by codex GPT-6.

[Cloud0310]

Nah, another OpenSSL build problem.....

[rami3l]

@Cloud0310 The CI is failing because now with Git Bash, Perl is running under Git Perl instead of Strawberry under Windows. I am afraid we have to do early returns by hand in pwsh now.

[Cloud0310]

@rami3l Fixed and added note for this thanks for further bug diagnosis.

[ChrisDenton]

Hm, have you considered using $PSNativeCommandUseErrorActionPreference = $true?

[Cloud0310]

Hm, have you considered using "$PSNativeCommandUseErrorActionPreference = $true?

Good idea, would love to try.

[Cloud0310]

I've pinned to PowerShell on Windows actions, and added comments about this choice in case of future confusion.

[ChrisDenton]

Feel free to ignore this if you don't want to do any bigger refactoring but seeing the repeated use of pwsh and powershell makes me wonder if we could set the default shell to a custom pwsh and then override it only when we really need to run bash. E.g. make the default something like:

shell: pwsh -Command $ErrorActionPreference='stop'; $PSNativeCommandUseErrorActionPreference=$true; & '{0}'