Add new warning chapter for PRs closed without merge

[miroslavpojer]

Background

The GH action goal is to provide a full "Final check" before Release.
There is a missing presence of PRs closed without merge.

Feature

Add check for PR closed without merge from the latest Release.
Add it as a new chapter.

[github-actions]

Release notes

• Introduced a new warning chapter for closed not merged PRs.
• Introduced a new logic for filtering out Issues and PRs using user-defined or default labels.
• Introduced a new logic to control whether empty chapters are printed or not.