gdb/testsuite: add testcase for .debug_gdb_scripts being compressed

This is a test-case to make sure that
8eb1701823e46179e3adcb49abf57126b3c49f28
("gdb: fix loading compressed scripts from `.debug_gdb_scripts`-section")
doesn't regress.

The test was mostly implemented by Tom Tromey, with the exception of the
check to make sure that the sections are actually compressed and
corrected compiler flags (-Wl,--compress-debug-sections=zlib-gabi was
missing).

This is an individual patch since the actual fix already landed in the
repository.

Approved-By: Tom Tromey <tom@tromey.com>