[SPARK-18030][TESTS] Adds more checks to collect more info about FileStreamSourceSuite failure

## What changes were proposed in this pull request?

My hunch is `mkdirs` fails. Just add more checks to collect more info.

## How was this patch tested?

Jenkins

Author: Shixiong Zhu <shixiong@databricks.com>

Closes #15577 from zsxwing/SPARK-18030-debug.