In the example Compass post I shared in your original post - Creating file in Windows shared location from Sail Point IIQ - I didn’t see service.setConnectorServices(new sailpoint.connector.DefaultConnectorServices()); in the sample code.
As a basic troubleshooting step, I’d try creating a “dummy” powershell script that does something really simple, like writing some warning messages (via something like Write-Warning or Write-Error and create a local file/folder on the IQService host itself. That should help provide some indication of whether the issue is with the invocation of the script itself, or there’s something in the script that’s failing and not returning the failed status back to your rule’s invocation.