dev/sg: set up sg home, autocomplete script with 0777

Created by: bobheadxi

Rob ran into some issues with permissions of the generated completion script and sg home directory that was causing completions to not work with:

zsh compinit: insecure directories, run compaudit for list.
Ignore insecure directories and continue [y] or abort compinit [n]?

To work around this, we ensure the directory and the script have liberal permissions applied.

Test plan

Manually applying this fix fixed Rob's issue. To ensure it continues working for everyone else:

1. remove completions file
2. go run ./dev/sg setup -f

3. completions continue to work