[ci] fix shellcheck warnings in CI scripts

[vnherdeiro]

Fixing shellcheck warnings in .ci/test.sh .ci/test-r-package.sh .ci/setup.sh continuing !6641

[jameslamb]

Thanks for all your effort on this!

Similar to #6641, I've left some inline requests for you to please describe the exact shellcheck warnings that these changes are intended to address.

I've also left a lot of in-review suggested code changes. Please accept all of those by clicking "add to batch" and "commit suggestion(s)" in the browser, not by pushing your own new commits, so all of the threads will auto-resolve. If you're not familiar with how that works on GitHub, see https://docs.github.com/en/pull-requests/collaborating-with-pull-requests/reviewing-changes-in-pull-requests/incorporating-feedback-in-your-pull-request#applying-suggested-changes.

[jameslamb]

Thanks for your continued effort on this. Please see the next round of suggestions I left. I'll review again once you've addressed those and some of the other comments from my previous review that haven't yet been addressed.

[jameslamb]

I just left another set of comments. Please also go through all the not-yet-resolved prior comment threads and address the suggestions / questions there.

[vnherdeiro]

@jameslamb I think I have adressed all comments, I am still stuggling with the UX here, I don't uderstand why some of my coments are not visible if not logged in for instance. Anyways, let me know of any further comment.

[jameslamb]

I am still struggling with the UX here, I don't understand why some of my comments are not visible if not logged in for instance.

I don't know, but strongly recommend just logging in whenever you use GitHub. You'll need to be logged in to leave comments anyway.

[jameslamb]

let me know of any further comment.

Thanks, there's nothing else for you to do for now. I've pushed some commits implementing the other things I would have asked for in the next round of comments... I want to get these PRs moving. I'll come back and review one more time once we've unblocked CI (#6654) and will ask other maintainers to review at that time (since this now contains some code I wrote too).