Example,
In the Execute Scripts section, 

there are two shell scripts in two different build steps.  The first one is in a post-build step that is only triggered when it is a status of Success. The second one is in a build step that is built no matter what (all highlighted).

The 1st script fails for whatever reason, the 2nd one does not run even though it is in a separate build step and set to be built even on a failure.