Also btw, I think some of these tests are duplicative.

Because they cd'd into a folder in the shared source tree, their data
files would collide, leading to flaky tests.

Also, add a check that the tests collected some data, and add sys.path
to the debug=trace output.

CoverageException is fine as a base class, but not good to use for
raising (and catching sometimes).  Introduce specialized exceptions that
allow third-party tools to integrate better.

The old code expected a dict with int keys, but iterables are simpler, so get
rid of a lot of dict.fromkeys() nonsense.

.. and also add trailing commas where needed to remove ambiguity.

I used semgrep with this config:
```
rules:
  - id: implicit-string-concatenation
    pattern: |
      "$X" "$Y"
    languages:
      - python
    message: string cat BAD
    severity: INFO
```

Running it showed this:

```
$ semgrep --config=../lab/string-cat.yml coverage tests doc ci igor.py setup.py __main__.py
Running 1 rules...
setup.py
severity:info rule:lab.implicit-string-concatenation: string cat BAD
128:            'https://tidelift.com/subscription/pkg/pypi-coverage'
129:            '?utm_source=pypi-coverage&utm_medium=referral&utm_campaign=pypi'

tests/test_api.py
severity:info rule:lab.implicit-string-concatenation: string cat BAD
319:            "!coverage.py: This is a private format, don't read it directly!"
320:            '{"lines":{"/private/tmp/foo.py":[1,5,2,3]}}'

tests/test_html.py
severity:info rule:lab.implicit-string-concatenation: string cat BAD
614:            ('<span class="key">if</span> <span class="num">1</span> '
615:             '<span class="op">&lt;</span> <span class="num">2</span>'),
--------------------------------------------------------------------------------
616:            ('    <span class="nam">a</span> '
617:             '<span class="op">=</span> <span class="num">3</span>'),
--------------------------------------------------------------------------------
665:            ('<span class="key">if</span> <span class="nam">x</span> '
666:             '<span class="op">&lt;</span> <span class="num">2</span>'),
--------------------------------------------------------------------------------
667:            ('    <span class="nam">a</span> <span class="op">=</span> '
668:             '<span class="num">3</span>'),
--------------------------------------------------------------------------------
949:            ('<span class="key">if</span> <span class="num">1</span> '
950:             '<span class="op">&lt;</span> <span class="num">2</span>'),
--------------------------------------------------------------------------------
951:            ('    <span class="nam">a</span> <span class="op">=</span> '
952:             '<span class="num">3</span>'),
ran 1 rules on 134 files: 8 findings
```

This wasn't all of the instances, so I wrote a bug report: https://github.com/returntocorp/semgrep/issues/4184