Add test to validate the config loading rules

[ytmimi]

Closes #5471

Test that configs are loaded in the following order:

1. Load configs from the --config-path option
2. Travers the directory hierarchy looking for a config file
3. Check the user's HOME directory for a config file
4. Check the user's config directory for a config file

Probably best to review this PR 1 commit at a time.