Because they cd'd into a folder in the shared source tree, their data
files would collide, leading to flaky tests.

Also, add a check that the tests collected some data, and add sys.path
to the debug=trace output.

Also, clearly indicate when we are skipping tests because the packages aren't
available.

Leaving the pth file meant that the next igor run would start coverage, which
meant igor couldn't delete the C extension file on Windows.

The old way, we made and deleted .pth file around each test.  This
caused problems because pth files are written to a common location
shared by all test workers, so tests would fail because pth files were
being deleted as other workers were trying to use them.

Now we make the pth file once per session.  There's still a chance that
a worker will be using a pth file just as another worker is ending and
removing it.