Add actions to CodeQL to satisfy scanning

[sjberman]

Before creating a PR, run through this checklist and mark each as complete.

• I have read the CONTRIBUTING doc
• I have added tests that prove my fix is effective or that my feature works
• I have checked that all unit tests pass after adding my changes
• I have updated necessary documentation
• I have rebased my branch onto main
• I will ensure my PR is targeting the main branch and pulling from my branch from my own fork

Release notes

If this PR introduces a change that affects users and needs to be mentioned in the release notes,
please add a brief note that summarizes the change.

[codecov]

Codecov Report

All modified and coverable lines are covered by tests ✅

Project coverage is 86.82%. Comparing base (f688d30) to head (f66ad8e).
Report is 1 commits behind head on main.

Additional details and impacted files

@@           Coverage Diff           @@
##             main    #3417   +/-   ##
=======================================
  Coverage   86.82%   86.82%           
=======================================
  Files         127      127           
  Lines       15020    15020           
  Branches       62       62           
=======================================
  Hits        13041    13041           
- Misses       1829     1830    +1     
+ Partials      150      149    -1     

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