GHA: fix zizmor 1.10.0 warnings, update names

Job `name:` now mandatory in zizmor.

Also:
- enclose `name:` values in single-quotes, for uniformity.
- drop `name: checkout` where set, for uniformity.
- dist: also install with cmake.
- dist: replace `make` with `cmake --build` for cmake.
  (to make this make-tool agnostic)
- appveyor-status: double-quote shell arguments.
- tweak existing names to be shorter, to sync terms and style across
  jobs and steps.

Ref: https://github.com/zizmorcore/zizmor/releases/tag/v1.10.0

Closes #17773

.github/workflows/macos.yml

@@ -2,7 +2,7 @@
 #
 # SPDX-License-Identifier: curl
 
-name: macOS
+name: 'macOS'
 
 'on':
   push:
@@ -64,7 +64,7 @@ jobs:
       matrix:
         compiler: [clang, llvm@15, gcc-12]
         build:
-          # automake
+          # autotools
           - name: '!ssl !debug brotli zstd'
             compiler: clang
             install: brotli zstd