appveyor: replace PowerShell with bash + parallel autotools

PowerShell works (after a steep development curve), but one property of
it stuck and kept causing unresolvable usability issues: With
`$ErrorActionPreference=Stop`, it does abort on failures, but shows only
the first line of the error message. In `Continue` mode, it shows the
full error message, but doesn't stop on all errors. Another issue is
PowerShell considering any stderr output as if the command failed (this
has been improved in 7.2 (2021-Nov), but fixed versions aren't running
in CI and will not be for a long time in all test images.)

Thus, we're going with bash.

Also:
- use `-j2` with autotools tests, making them finish 5-15 minutes per
  job faster.
- omit `POSIX_PATH_PREFIX`.
- use `WINDIR`.
- prefer forward slashes.

Follow-up to: 75078a415d #11999
Ref: #12444

Fixes #12560
Closes #12572

.github/workflows/codeql-analysis.yml

@@ -14,7 +14,7 @@ on:
       - '.azure-pipelines.yml'
       - '.circleci/**'
       - '.cirrus.yml'
-      - 'appveyor.yml'
+      - 'appveyor.*'
       - 'docs/**'
       - 'packages/**'
       - 'plan9/**'
@@ -29,7 +29,7 @@ on:
       - '.azure-pipelines.yml'
       - '.circleci/**'
       - '.cirrus.yml'
-      - 'appveyor.yml'
+      - 'appveyor.*'
       - 'docs/**'
       - 'packages/**'
       - 'plan9/**'