Validate all event action names to be lowercase/numbers/underscores

What does this MR do and why?

• Adds regex validation to event actions names (enforced from event_definition_validate_all_spec.rb)
• Updates regex used in internal events CLI flow for defining events to match

Related issue: Enforce underscores in event names (#434555 - closed)

MR acceptance checklist

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Screenshots or screen recordings

Updated error message for example event BAD_EVENT_NAME:

How to set up and validate locally

Validate existing definitions:

1. Modify the action field in any file in config/events to include non-lowercase/underscore/number characters
2. Open rails c
3. Run Gitlab::Tracking::EventDefinition.definitions.each { puts _1.validation_errors }; 0 to see the error output

Prevent new definitions:

1. Run ruby scripts/internal_events/cli.rb
2. Select New Event
3. Input a random description
4. Input an invalid action name & see error output