azure: Convert Windows installations scripts to `bash`

Looks like `script`, which uses `cmd.exe`, doesn't have fail-fast
behavior and if a leading command fails the script doesn't actually fail
so long as the last command succeeds. We instead want the opposite
behavior where if any step fails the whole script fails.

I don't really know `cmd.exe` that well, nor powershell, so I've opted
to move everything to `bash` which should be a good common denominator
amongst all platforms to work with. Additionally I know that `set -e`
works to cause scripts to fail fast.

Note that some scripts remain as `script` since they don't appear to
work in` bash`. I'm not really sure why but I reorganized them slightly
to have the "meaty command" run at the end.

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