The setup-completion command has been around for a while, but it's

become less useful with time. It made an attempt to write completion

files to system directories for Linux or macOS, leaving Windows out, and

in fact leaving macOS out since system directories can't be written to.
Looking into what it would take to write these files safely to local

directories, it seems to be a mess, depending on bash/zsh versions,

distros, and configurations (e.g., Oh-My-ZSH vs. native ZSH setups).
Looking at some other completion-generator commands (npm, pip, and

pyenv), it seems that most don't bother trying to write and instead

leave it up to the user to place the code in the right place.
Given options, outputting the code is the best way to go, and has the

advantage of simplifying code considerably.
Documentation has been updated to walk users through configuring this.

Tested the auto-completion scripts with Bash and Zsh.
Tested default shell detection.
Tested using --json to get the script.
Built the docs. Read through them and checked for bad links, build

errors, and spelling errors.