kvexpress can't currently make directories

[darron]

So if you tell it to place it inside a directory that doesn't exist it:

1. Logs a lot.
2. Panics.

We should probably create the directory.

It would likely need to happen here:

https://github.com/DataDog/kvexpress/blob/28410237bf563a3e9195b7e6c49f1ca43f15bf90/commands/files.go#L51-L56

[darron]

I think there's a couple things that have to be done here:

• [x] Check for the directory recursively and create it.
• [x] I think we need to close any existing Consul connection when we panic.

That may have been the problem we were seeing with using up all of the file descriptors - which caused too many logs and ended up doing bad things to a test environment.

[darron]

There doesn't appear to be a way to close the Consul connection - there's nothing in the API.

Am going to close this since we've corrected that particular issue.