Instead of running the test directly in the build script, we can make a
separate step in the workflow so it looks a little prettier. For running
the actual tests, we skip mingw since they will never be run (cross
compiled). Additionally, improve the github workflow logic a bit so that
way logs on failure are only shown when that specific step fails. The
freebsd job still has to be less elegant since it's in a weird vm
thingy.
Not really related but the location of various build directories
(particularly waf) are corrected as well (might as well).