[Docs] Add per-OS troubleshooting guides

```
Create docs/troubleshooting/ with one file per OS:

- docs/troubleshooting/windows.md
- docs/troubleshooting/macos.md
- docs/troubleshooting/ubuntu.md
- docs/troubleshooting/kali.md

Each file should cover:
- Prerequisites needed before running dev-setup
- Common errors and how to fix them
- How to run scripts manually if the CLI fails
```