Update find_test_dir() to check for skip files relative to the local path first. (#120521)
The search code to find the dynamo skip files wasn't working properly when used with pytest and multiple files:
```
pytest a.py b.py
```
because pytest would point `__main__` at itself instead of the individual file. (This worked fine when only running a single file test)
Change the scanning code to look for the skip directory relative to its own file first.
While in there add/update some comments and log a warning when the directory wasn't found (instead of a hard crash).
Pull Request resolved: https://github.com/pytorch/pytorch/pull/120521
Approved by: https://github.com/oulgen
