RFR [8059563]: (proxy) sun.misc.ProxyGenerator.generateProxyClass should create intermediate directories

[Ivan Gerasimov]

Hello!

This is a 7u-only fix.

Some users complain about the ProxyGenerator not creating the 
intermediate directories when asked to keep the generated files.
It throws an IO exception instead

The fix is essentially a part of JDK-8004260.
That was a relatively big update, which required CCC, so it's not 
feasible to port it as a whole.

Would you please help review it?

BUGURL: https://bugs.openjdk.java.net/browse/JDK-8059563
WEBREV: http://cr.openjdk.java.net/~igerasim/8059563/0/webrev/

Sincerely yours,
Ivan