Unit tests

Document global options and add `cmdstanr_output_dir` #1787

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Job	Run time
macOS-latest (devel)	44m 56s
macOS-latest (release)	46m 1s
windows-latest (devel)	1m 29s
windows-latest (release)	6m 6s
windows-latest (oldrel)	6m 23s
ubuntu-20.04 (devel)	1h 12m 13s
ubuntu-20.04 (release)	1h 6m 40s
ubuntu-20.04 (oldrel)	1h 10m 12s
ubuntu-20.04 (3.6)	1h 6m 2s
	6h 20m 2s