[Tests] Write stdout/stderr to datadir instead of temp file.

test/functional/test_framework/util.py

@@ -301,6 +301,8 @@ def initialize_datadir(dirname, n):
         f.write("keypool=1\n")
         f.write("discover=0\n")
         f.write("listenonion=0\n")
+        os.makedirs(os.path.join(datadir, 'stderr'), exist_ok=True)
+        os.makedirs(os.path.join(datadir, 'stdout'), exist_ok=True)
     return datadir
 
 def get_datadir_path(dirname, n):