ci: dump curl_config.h to log in all jobs

Also:
- GHA/windows: merge full and brief dump into a single job step.
- fix shellcheck warning 'useless cat'.

Closes #15266

appveyor.sh

@@ -62,6 +62,7 @@ if [ "${BUILD_SYSTEM}" = 'CMake' ]; then
     '-DCMAKE_INSTALL_PREFIX=C:/curl' \
     "-DCMAKE_BUILD_TYPE=${PRJ_CFG}" \
     '-DCURL_USE_LIBPSL=OFF'
+  echo 'curl_config.h'; grep -F '#define' _bld/lib/curl_config.h | sort || true
   # shellcheck disable=SC2086
   if ! cmake --build _bld --config "${PRJ_CFG}" --parallel 2 -- ${BUILD_OPT:-}; then
     if [ "${PRJ_GEN}" = 'Visual Studio 9 2008' ]; then