Tests: `tmpdir` is deprecated and we should use `tmp_path` instead

[pjbull]

We use tmpdir throughout the tests, but it is deprecated:
https://docs.pytest.org/en/stable/how-to/tmp_path.html#the-tmpdir-and-tmpdir-factory-fixtures

We should remove replace tmpdir fixture with tmp_path throughout the test suite.

Originally posted by @jayqi in #361 (comment)

[terminalchai]

Opened PR #554 to replace the remaining deprecated pytest mpdir fixture usages with mp_path, including the changelog update requested in the contribution checklist.