docs: improve running e2e and regression tests docs

Created by: valerybugakov

Context

This PR updates "Running end-to-end tests" docs based on recent improvements made in the sg CLI.

Closes #40256 (closed) Thanks, @courier-new, for bringing this up!

Changes

1. Renamed sg frontend test to client to be consistent with naming in other places and avoid confusion with the frontend backend service.
2. Moved most of preamble contents from sg.config.yaml to docs and added docs links to preambles.
3. Added sg test regression command to the sg.config.yaml.
4. Updated Running end-to-end tests docs.
5. Added Running regression tests docs.
6. Made LOG_STATUS_MESSAGES and NO_CLEANUP env variables optional and true by default.

Test plan

Run e2e and regression tests locally using the updated documentation.