[lldb/test] Fix InvalidScriptedThread windows test failure

This patch should fix a Windows test failure for the
InvalidScriptedThread test:

https://lab.llvm.org/buildbot/#/builders/83/builds/12571



This refactors the test to stop using python `tempfile` since it's not
supported on Windows and creates a logfile at runtime in the test folder.

Signed-off-by: Med Ismail Bennani <medismail.bennani@gmail.com>