LightGBM

[R-package][ci] Add test on R package with sanitizers (#3439)

* [ci] add R CI job with UBSAN

* stuff

* fix command

* update template

* fail on errors

* spaces

* trigger by comment

* stuff

* add all CI back

* trying things

* run sanitizers as a regular job

* remove comments

* sanitizers

* try to trigger UBSAN

* try to trigger failure

* remove int overflow

* remove testing change

* Apply suggestions from code review

Co-authored-by: Nikita Titov <nekit94-08@mail.ru>

Co-authored-by: Nikita Titov <nekit94-08@mail.ru>