Otherwise an internal error happens if the remote resource
is missing.

Previously as_local would delete a local temporary
file even if it did not itself create the temporary
file.

Turns out that os.makedirs would already raise
if a file was there so catch that and make it consistent.

Now that we correctly return temporary status in as_local
for local files that were temporary, we need to have a
more nuanced check for whether linking is allowed.

Now that the package is standalone it makes sense to have generic
tests that can then be run for each URI scheme. We also want each
scheme to be tested in a separate test file.

The big test file has been removed.

There are some complications from mypy.

Co-authored-by: Russ Allbery <eagle@eyrie.org>