diag: make the self-test report where the person running it can see (#92)

On Windows the self-test from #91 printed nothing. printf in this tree is
OutputDebugStringF, which writes to the data directory debug.log, and the
Windows binary is linked -mwindows with no console. A failure was still caught,
since a non-zero return stops make, but it arrived with no way to tell which
check failed.

And because the first line printed before strSetDataDir pointed at the temporary
directory, every line was appended to the real debug.log -- the file users are
asked to paste into issues.

The file now gets the real printf, the data directory is set before anything
prints, and on Windows a console is borrowed only when stdout has nowhere to go.
That last condition matters: the first version reopened stdout unconditionally
and took the output away from `make tests > log`, which is the case that counts.

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