Add lesson groups to object set up in tests

[dmcavoy]

Started this work in: #35787

In preparation for setting up script to be associated with lessons through lesson groups this makes sure that tests that set up scripts, lessons, or script_levels also have lesson groups set up. In addition it makes sure all the script->lesson_group->lesson->script_level associations are specified if missing.

Also did some renaming of stage to lesson.

[davidsbailey]

This looks like the right next step. Longer term, I think we will want to update the factories so that we get all of this automatically when creating objects with factories. It could be tricky to get this to work well in all cases, though.