test: name test files appropriately

Rename the tests appropriately alongside mentioning the subsystem.
Also, make a few basic changes to make sure the test conforms
to the standard test structure.

This renames:
- test-regress-GH-1531
- test-regress-GH-2245
- test-regress-GH-3238
- test-regress-GH-3542
- test-regress-GH-3739
- test-regress-GH-4256

PR-URL: https://github.com/nodejs/node/pull/19212
Refs: https://github.com/nodejs/node/issues/19105
Refs: https://github.com/nodejs/node/blob/master/doc/guides/writing-tests.md#test-structure


Reviewed-By: Rich Trott <rtrott@gmail.com>
Reviewed-By: Ruben Bridgewater <ruben@bridgewater.de>
Reviewed-By: James M Snell <jasnell@gmail.com>