Next step of modest GHA speedups

[bbockelm]

Spotted three items we can improve:

1. setup-go is crazy slow on Windows. Try to see if this works: Fix slow cache restore on Windows actions/setup-go#515
2. We rarely use, within the same PR, the base code coverage results. Let's just keep the current code coverage info and, if we really need it, the dev can look up the older runs.
3. Run 4 test modules in parallel (arbitrarily chosen based on the fact most runners have 2 cores and we don't have CPU-intensive tests).