Follow API guidelines for public types (#12283)

# Description
Follow the [API guideline naming
conventions](https://rust-lang.github.io/api-guidelines/naming.html)
also for our externally exposed types

(See
[`clippy::wrong_self_convention`](https://rust-lang.github.io/rust-clippy/master/index.html#/wrong_self_convention)
with [`avoid-breaking-exported-api =
false`](https://doc.rust-lang.org/clippy/lint_configuration.html#avoid-breaking-exported-api)
)

Also be a good citizen around doccomments

- **Fix `Unit::to_value` to `Unit::build_value`**
- **Fix `PipelineData::is_external_failed` to `check_external_failed`**
- **Fix doccomment on `check_external_failed`**
- **Fix `Value::into_config` naming to `parse_as_config`**
- **Document `Value::parse_as_config`**

# Plugin-Author-Facing Changes
See renames above

crates/nu-cmd-lang/src/core_commands/try_.rs

@@ -65,7 +65,7 @@ impl Command for Try {
             }
             // external command may fail to run
             Ok(pipeline) => {
-                let (pipeline, external_failed) = pipeline.is_external_failed();
+                let (pipeline, external_failed) = pipeline.check_external_failed();
                 if external_failed {
                     // Because external command errors aren't "real" errors,
                     // (unless do -c is in effect)