Miscellaneous fixes for tests-related things (#5259)

## Problem

A bunch of fixes for different test-related things 

## Summary of changes
- Fix test_runner/pg_clients (`subprocess_capture` return value has
changed)
- Do not run create-test-report if check-permissions failed for not
cancelled jobs
- Fix Code Coverage comment layout after flaky tests. Add another
healing "\n"
- test_compatibility: add an instruction for local run


Co-authored-by: Joonas Koivunen <joonas@neon.tech>

.github/workflows/build_and_test.yml

@@ -444,7 +444,7 @@ jobs:
 
   create-test-report:
     needs: [ check-permissions, regress-tests, coverage-report, benchmarks ]
-    if: ${{ !cancelled() }}
+    if: ${{ !cancelled() && contains(fromJSON('["skipped", "success"]'), needs.check-permissions.result) }}
 
     runs-on: [ self-hosted, gen3, small ]
     container: