SNOW-1825673 use tmdir in case of Permission error

[mikita-sakalouski]

Please answer these questions before submitting your pull requests. Thanks!

1. What GitHub issue is this PR addressing? Make sure that there is an accompanying issue to your PR.

   Fixes SNOW-1825673

2. Fill out the following pre-review checklist:

   • I am adding a new automated test(s) to verify correctness of my new code
   • I am adding new logging messages
   • I am adding a new telemetry message
   • I am modifying authorization mechanisms
   • I am adding new credentials
   • I am modifying OCSP code
   • I am adding a new dependency

3. Please describe how your code solves the related issue.

   In case of permission error for directory, use python TemporaryDirectory to have temporary directory.

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[mikita-sakalouski]

I have read the CLA Document and I hereby sign the CLA

[mikita-sakalouski]

recheck

[sfc-gh-mkeller]

We should not proceed with a temporary directory, we should just simply print a warning and move on I think.
I'd never expect the connections file to exist in a temp directory

[mikita-sakalouski]

Yes, can do it. Was not sure if connector is accessing the directory for checking the file