Permission denied fallback directory

We use confuse for pandas-profiling. Multiple users have reported the same Permission Denied issue:
https://github.com/pandas-profiling/pandas-profiling/issues/214. This issue is blocking usage of the package effectively.

The directory creation is not surrounded with a try/except block:
https://github.com/beetbox/confuse/blob/master/confuse.py#L996
When it attempts to create a global directory, it might not be permitted to do so. It could fall back to the current directory for example.

Moreover, #61 fixes a problem where comments cannot be inline, which is also problematic, but non-blocking.

Start at confuse.py around line 996 and review the directory creation path described in the issue and the linked pandas-profiling report. Reproduce the Permission Denied case, then verify that configuration can use the current directory when the global directory cannot be created, with tests covering both paths.

Written by the indexing model from the issue text.