[R-package][ci] Make Windows CI fail if R CMD check fails (#3435)

* [R-package] [ci] Make Windows CI fail if R CMD check fails

* restore fix

* catch more errors

* remove testing

* fix processx calls

* try to get status code

* more logs

* trying something

* stuff

* previous changes

* uncomment

.ci/test_r_package_windows.ps1

@@ -118,7 +118,7 @@ if (($env:COMPILER -eq "MINGW") -or ($env:R_BUILD_TYPE -eq "cran")) {
     .\miktex\download\miktexsetup.exe --remote-package-repository="$env:CTAN_PACKAGE_ARCHIVE" --portable="$env:R_LIB_PATH/miktex" --quiet install ; Check-Output $?
     Write-Output "Done installing MiKTeX"
 
-    Run-R-Code-Redirect-Stderr "result <- processx::run(command = 'initexmf', args = c('--set-config-value', '[MPM]AutoInstall=1'), echo = TRUE, windows_verbatim_args = TRUE)" ; Check-Output $?
+    Run-R-Code-Redirect-Stderr "result <- processx::run(command = 'initexmf', args = c('--set-config-value', '[MPM]AutoInstall=1'), echo = TRUE, windows_verbatim_args = TRUE, error_on_status = TRUE)" ; Check-Output $?
     conda install -q -y --no-deps pandoc
 }
 
@@ -133,7 +133,7 @@ if ($env:COMPILER -ne "MSVC") {
   if ($env:R_BUILD_TYPE -eq "cmake") {
     Run-R-Code-Redirect-Stderr "commandArgs <- function(...){'--skip-install'}; source('build_r.R')"; Check-Output $?
   } elseif ($env:R_BUILD_TYPE -eq "cran") {
-    Run-R-Code-Redirect-Stderr "result <- processx::run(command = 'sh', args = 'build-cran-package.sh', echo = TRUE, windows_verbatim_args = FALSE)" ; Check-Output $?
+    Run-R-Code-Redirect-Stderr "result <- processx::run(command = 'sh', args = 'build-cran-package.sh', echo = TRUE, windows_verbatim_args = FALSE, error_on_status = TRUE)" ; Check-Output $?
     # Test CRAN source .tar.gz in a directory that is not this repo or below it.
     # When people install.packages('lightgbm'), they won't have the LightGBM
     # git repo around. This is to protect against the use of relative paths
@@ -151,7 +151,7 @@ if ($env:COMPILER -ne "MSVC") {
   } else {
     $check_args = "c('CMD', 'check', '--no-multiarch', '--as-cran', '--run-dontrun', '$PKG_FILE_NAME')"
   }
-  Run-R-Code-Redirect-Stderr "result <- processx::run(command = 'R.exe', args = $check_args, echo = TRUE, windows_verbatim_args = FALSE)" ; $check_succeeded = $?
+  Run-R-Code-Redirect-Stderr "result <- processx::run(command = 'R.exe', args = $check_args, echo = TRUE, windows_verbatim_args = FALSE, error_on_status = TRUE)" ; $check_succeeded = $?
 
   Write-Output "R CMD check build logs:"
   $INSTALL_LOG_FILE_NAME = "lightgbm.Rcheck\00install.out"
@@ -160,7 +160,11 @@ if ($env:COMPILER -ne "MSVC") {
   Check-Output $check_succeeded
 
   Write-Output "Looking for issues with R CMD check results"
-  if (Get-Content "$LOG_FILE_NAME" | Select-String -Pattern "WARNING" -Quiet) {
+  if (Get-Content "$LOG_FILE_NAME" | Select-String -Pattern "ERROR" -CaseSensitive -Quiet) {
+      echo "ERRORs have been found by R CMD check!"
+      Check-Output $False
+  }
+  if (Get-Content "$LOG_FILE_NAME" | Select-String -Pattern "WARNING" -CaseSensitive -Quiet) {
       echo "WARNINGS have been found by R CMD check!"
       Check-Output $False
   }
@@ -181,6 +185,11 @@ if ($env:COMPILER -ne "MSVC") {
   Get-Content -Path "$INSTALL_LOG_FILE_NAME"
   Write-Output "----- end of build and install logs -----"
   Check-Output $install_succeeded
+  # some errors are not raised above, but can be found in the logs
+  if (Get-Content "$INSTALL_LOG_FILE_NAME" | Select-String -Pattern "ERROR" -CaseSensitive -Quiet) {
+      echo "ERRORs have been found installing lightgbm"
+      Check-Output $False
+  }
 }
 
 # Checking that we actually got the expected compiler. The R package has some logic