operation not permitted running shell scripts

This particular file probably wasn't created locally, but probably started its existence on this Mac as a file downloaded from some website, and the quarantine flag is set on downloads to prevent drive-by and other security shenanigans.

Remove the quarantine flag:

xattr -d com.apple.quarantine ./script.sh

And off you go...

Files created locally don't get this flag set, nor do the results of properly-signed app and package installs, but random files downloaded do get quarantined. The quarantine flag was first added in OS X 10.5 Leopard, so any macOS version you're likely to encounter now will set this flag for downloaded files, too.

Your script has an extended attribute (@) present, and attributes can block execution—such as with the quarantine attribute.

Here's a newly created script showing a similar failure, this failure due to a lack of execute protection. The protection error is subsequently corrected with a chmod u+x command.

% cat script.sh
#!/usr/bin/env zsh
print "Hello world\n"
% ls -ale@ script.sh
-rw-r--r--  1 mrhoffman  staff  33 Feb 20 12:34 script.sh
% ./script.sh
zsh: permission denied: ./script.sh
% chmod u+x script.sh
% ls -ale@ script.sh
-rwxr--r--  1 mrhoffman  staff  33 Feb 20 12:34 script.sh
% ./script.sh        
Hello world

% 

The script example above also includes a "shebang", and the #!/path causes the script to get the expected shell for the script—scripts can be written in various shells and various other tools.

It's usually best to specify the shell. Either /usr/bin/env zsh or /bin/zsh for the zsh shell is common; the former syntax takes your PATH into account and the latter does not, which may or may not be desirable for any particular case.

Your failure here is probably due to the @ attribute.

Post the output of the following updated (@ added) command:

ls -ale@ ./script.sh

That command will show which attributes are present, and we can work from there to identify and remove the @ attribute.

ps: from Apple: Shell Script Basics

Issue the following commands for the “hello world” shell script, and post the results here—from what has been posted, it’s not clear if this is an issue with the protections (unlikely, given all the different chmod commands used), something with the script invocation, or with a commands included within the script.

ls -ale ./script.sh
cat ./script.sh
echo $PATH

BBEdit is a better choice for a GUI editor for command-line text files, or you can use pico or another text editor that's available at the command line.

I use the vim editor and its MacVim relative, and that and emacs and other available text editors can be more complex than might be appropriate—for now.

Most of the GUI editors and document-editing tools tend to not create plain text files quite the way the command line wants.

The use of TextEdit might explain the spacing in your scripts.

On macOS Monterey, TextEdit doesn't add the quarantine flag, so I'm not sure how that keeps getting re-added here. Are you possibly writing your script files someplace more unusual, and that's then adding the quarantine flag? Not somewhere under your home directory, which would be expected while developing a script. Maybe on a network share?

The baseline BBEdit app is free, and has replaced the equivalent TextWrangler, and works well with plain-text files.

At the command line, the pico editor is included in macOS, and shows its common commands right in the editing session.

pico ./script.sh

zsh is the default shell on recent macOS, though bash and other shells are available. Up until recently, bash was the default shell. If you're just getting going with shell scripts on macOS and you're using recent macOS versions, then zsh is likely the best choice, and then using bash if and where that's required.

Create a new script in a new file using BBEdit or pico, and enter the shebang and the print command there, chmod u+x, and invoke that.

pico ./script_2.sh

Please specify the shebang, as was shown.

#!/usr/bin/env zsh
print "Hello world\n

You’re changing up the file extensions, and a .txt text file type is not usually used for shell scripts. Best to stick with the standard file types too, lest the tools get confused. Usually, use .sh for shell scripts, or use no type at all and the shebang.

Please also see the Apple scripting primer link that was posted earlier.

The shell is very sensitive to syntax, and mistakes with mv or rm or such commands can clobber your other files. Filenames in particular can have embedded spaces, and the shell commands require those spaces to be escaped, or the filenames quoted.

Until you’re a bit more comfortable using the shell, maybe use a separate macOS login for testing, as that will usually isolate the damage from mistakes.

Have complete and current backups.