git allows you to set which paths to use for the git server programs
when connecting over ssh; and we want to provide something similar.

We do this by providing a factory function which can be set as the
remote's transport callback which will set the given paths upon
creation.

An empty string is not a valid number, and some shells complain.

Check instead if $COVERITY is non-empty, which is a common convention
and what we're doing anyway.

When implementing the ssh testing, the move to the script made it so
the first test suite's exit code was ignored. Check whether the main
tests fail and exit with an error in that case.

Set up the ssh credentials so we are able to talk to localhost and
issue git commands. Move to use a script, as the command list is
getting somewhat long.

While here, delay installing valgrind until we need it, as it and its
dependencies are by far the largest downloads and this allows us to
start compiling (and failing) faster and we only incur this cost when
the test suite runs successfully.