Unit tests

Document global options and add `cmdstanr_output_dir` #1793

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Job	Run time
macOS-latest (devel)	45m 8s
macOS-latest (release)	45m 46s
windows-latest (devel)	1m 13s
windows-latest (release)	4m 16s
windows-latest (oldrel)	5m 17s
ubuntu-20.04 (devel)	1h 5m 48s
ubuntu-20.04 (release)	1h 4m 6s
ubuntu-20.04 (oldrel)	1h 4m 40s
ubuntu-20.04 (3.6)	1h 7m 29s
	6h 3m 43s