When test.support was converted to a package, it started silently
skipping the tests which needed to download support data to run.

This change refactors the affected code, and also tidies up
test.support.findfile to remove the unused *here* parameter, document
the *subdir* parameter and rename the *filename* parameter to avoid
shadowing the file builtin and be consistent with the documentation.

The unexpected skips were noticed and reported by Zachary Ware