CI check_... scripts improvements

• Make testing_password_private_key_logging job work also on TUI tests artifacts
• Fix a false positive for check_for_dangling_beekeeper - fail CI when an error in the after_script section occurs (https://gitlab.com/gitlab-org/gitlab/-/issues/21008)
• Refactor scripts so set -euo pipefail can be used (it's a good practice to have it in every script) explanation
• Improve result messages and simplify execution