Changes how we load completions

Homebrew will name the completion based off of the file name, and so
naming it `bash_completion` or `zsh_completion` will cause duplicates.

This enforces only accepting file names with the name in the file name.
Switch to using plus for brew_gem_prefix

The docs state that you only can use `/` once:

https://github.com/Homebrew/homebrew/blob/master/Library/Contributions/example-formula.rb#L348-L354

So incase we want to use a `/` following brew_gem_prefix, I am using the
`+` here.