WIP: Improve CI/Makefile consistency (linting targets, test/lint separation)

1. make test runs the test suite, but also runs linting which is counter-intuitve
2. the CI scripts sometimes call Makefile targets, and sometimes call scripts directly which makes maintenance error-prone
3. Not clear what target/script to launch to perform the all CI checks locally
4. Checks/linting phases aren't well documented/named

This MR tries to improve this by defining/documenting targets of the form check-*.

• make test don't run linting target
• make linting targets more uniform make check-*
• make check-all performs most checks
• improve documentation of CI/Makefile

TODO: there is room for discussions on what targets check-* should be added, and what jobs of the CI should call them (sanity, build, check-linting ....)