No diagnostics on bad #load/#r in F# code (also "Improve F# diagnostics testing")

We would like to add some more systematic testing of F# diagnostics

* [ ] bad ``#r`` references
* [ ] bad nuget package references
* [ ] bad source code (badly typed)
* [ ] bad source code in ``#load`` file (badly typed)
* [ ] missing ``#load`` file
* [ ] exception on static initialization (static let binding in script)
* [ ] check normal static initialization of static let binding in ``#load`` file
* [ ] check exception on static initialization of static let binding in ``#load`` file
* [ ] raise exception at runtime - check stack trace.
* [ ] check what happens if a bad return type is given (e.g. bool returned when "a = b" is used incorrectly, instead of a void return when "a <- b" is used correctly)

Start by locating the existing F# diagnostics tests and the entry point used to run them. Work through the listed cases, beginning with bad #load and #r references, and compare the reported diagnostics with the expected behavior. Done means the listed scenarios have systematic tests, including failures in loaded files and runtime or initialization exceptions.

Written by the indexing model from the issue text.