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I wish we just had c# in a script form instead of powershell

Try fsharp with interactive, with paket it is also very easy to depend on complex graph of nuget dependencies.

You can, just need to have VS 2015 installed and use .csx files.

Unfortunately, PowerShell lacks support for asynchronous programming. This has been a huge deal for me when trying to interface with newer .NET I/O-related assemblies, some of which only expose their methods as async.

At that point I abandoned powershell and just compiled a .NET exe

PowerShell is the recommended shell language. But I don't think it is considered a first-class .net language because Visual Studio does not have built-in support for it.

Yes, it does. You can even choose it during installation on VS 2015 and VS 17.

Still, there is the ISE as well, although not that feature rich.