[neptune] fix checkpoint bug with relative out_dir (#22102)
* [neptune] fix checkpoint bug with relative out_dir
* update imports
* reformat with black
* check neptune without imports
* fix typing-related issue
* run black on code
* use os.path.sep instead of raw \
* simplify imports and remove type annotation
* make ruff happy
* apply review suggestions
---------
Co-authored-by: Aleksander Wojnarowicz <alwojnarowicz@gmail.com>