If I use $.getScript without callback (or async/await syntax etc.) just like this:
let data = $.getScript("...");
Does it block only the current script, or blocks main event loop and all scripts in page have to wait until download this data?
None of the above. :-) getScript starts an asynchronous operation. It doesn't block, other than very briefly to start the operation, regardless of whether you provide a callback. While the operation is running, the main UI thread is free to run tasks from other script code on the page, and the browser is free to download other scripts and execute them.