.windows-gitlab-ci.yml: Fix variable initialisation
This has been broken since 7e7a2afe (.windows-gitlab-ci.yml: Add catch, 2024-01-15), see e.g. https://gitlab.com/tango-controls/cppTango/-/jobs/6266344069. Unfortunately, our CI job was still passing so I did not notice.
As well as fixing the variable initialisation problem, this MR updates the windows-build job so that it fails if either a command returns a non-zero exit code, or a power-shell exception is raised.
We also fix the test setup so that the Catch2Tests executable runs without error. This is required as catch2 adds a POST_BUILD step to run the executable and collect the names of all the tests.