refactor: svc.Run() as main routine blocker

[DiniFarb]

Regarding Issue #1352

I have made some tests with svc.Run() in the main Go routine here: DiniFarb@16888c2#diff-88d237fa0e6dd92a26d0dd0a14ad18246fb0924b68520062e9c9150e2004d7fe
With that change, I could no longer reproduce the stop error.
In that commit, the Windows service interface is initialized after the whole windows_exporter has already started. But the interface should actually be initialized as early as possible, so that the svc.Status{State: svc.StartPending} can be sent back before most of the service is loaded. Thus, I have refactored the startup process while I tried the following order:

1. Initialize Kingpin flags.
2. Load args/config file.
3. Initialize logger.
4. Initialize Windows service (if not CLI).
5. Build collectors.
6. Build HTTP server and start.

I know that this is not a small change, so I am very open to changing things to keep a better understanding of the startup process for everyone. :)

[jkroepke]

I have the feeling that it reverts #1047 and re-introduce #551

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I guess a better solution would be a dedicate service binary which holds the communication between Windows Service Host and windows_exporter.

The Grafana Agent is using that (grafana/agent#3243) and it worked very well.

[DiniFarb]

Yes and in #1047 was also mentioned that this fix could affect the stop process (#1047 (comment))

All in all it is not so easy to keep that in a good way. The solution from grafana/agant looks promising though. But this would be an even bigger change then I did.

I just realized how this stop issue can be fixed even easier without refactoring the main start process. With just moving the stop signal after the svc.Run() it is assured that the window interface can handle the stop process and then send the final stop to the main routine. Here would be the according changes: 9921ba3

For now I could close this PR and add a new one with the small fix in 9921ba3.
But yeah I agree, in the end it would be better to split it up like it is done in the grafana agent.