Short answer:
syntax highlighting: it's already there for Lua and Python.
compilation: with the compiler redesign it will be almost too easy (for now, you can use the Tools menu).
error checker: that's what interpreted shell/compilers are for.
autocompletion: with a CTags plugin it will be easy.
If you are talking about embedded scripting for C::B itself, that's already done, with a language called AngelScript.