> If you need a specific interpreter to be used, specify shebang (for example, #!/bin/bash) as the first line of the script.

https://www.jetbrains.com/help/teamcity/command-line.html#:~...

Your "docker in docker" comment makes me wonder if you're conflating the image that you are using, that just happens to be run by TeamCity, versus some inherent limitation of TC. I believe a boatload of the Hashicorp images ship with dash, or busybox or worse, and practically anything named "slim" or "alpine" similarly