(split out from #33213)

Until tmp_filename and tmp_dir are eliminated from the library, we don't want them cluttering up /tmp. In typical usage, this is easy enough to avoid by using one parent temporary directory to contain all the other temporary files and directories, and then removing that one parent as sage exits.

CC: @orlitzky

Component: refactoring

Author: Michael Orlitzky

Branch: bd76501

Reviewer: Matthias Koeppe

Issue created by migration from https://trac.sagemath.org/ticket/33797