It seems that Python 2.7.11 and "recent" msys2 releases are broken,
holding open file locks unexpected. This causes rmtree to intermittently
fail. Even worse, it would fail silently (since we pass
ignore_errors=True), causing makedirs to fail later.
We now explicitly check for the existence of the test directory before
attempting to delete it and disable ignore_errors. Moreover, on Windows
we now try multiple times to rmtree the testdir, working around the
apparently msys bug.
This is all just terrible, but Phyx and I spent several hours trying to
track down the issue to no available. The workaround is better than