scripts: compliance: Add GitHub-compatible annotation support

Add support for GitHub workflow annotations, so that errors are
displayed inline with the Pull Request diff.

More info here:
https://docs.github.com/en/actions/using-workflows/workflow-commands-for-github-actions#about-workflow-commands



Enable the new option in the compliance GitHub action.

Signed-off-by: Carles Cufi <carles.cufi@nordicsemi.no>