CLN: Merge scripts/ and ci/ directories
While conceptually it can make sense to separate the scripts that are mostly called from the CI, than the ones that are not, I think in practice the division between `scripts/` and `ci/` directories is rather arbitrary.

An example is `scripts/validate_docstrings.py`. We use it from the CI, but we use it locally too to validate a single function. We have also scripts in `ci/` that are currently not called from the CI (not sure if they are still useful, will create a separate issue to discuss): `ci/check_git_tags.sh`, `ci/check_cache.sh` and `ci/travis_process_gbq_encryption.sh`

Personally, I think a different structure would make things clearer. An idea would be the next:
```
dev/release/  <- scripts used for the release
dev/validation/  <- scripts used for validation (docstrings, code checks...)
dev/deps/  <- `ci/deps`
dev/config/  <- `ci/azure`
dev/misc/  <- everything else (may be a specific directory for testing stuff?)
```

@jbrockmendel I think we discussed about this some time ago, and you didn't like the proposal then. Does this make sense as proposed here? Any idea if you don't like this proposal, but you agree the current structure is confusing?