Don't write ApprovalTests' temporary files into the source tree

This has two effects:
 1) This significantly improves the performance of ApprovalTests
    run in WSL, because running the massively multi-reporter
    test would cause lots of small and parallel writes across the
    WSL-Windows FS boundary, completely mudering performance.

 2) ApprovalTests can be run from multiple build dirs in parallel,
    as long as they do not fail. However, if they do fail,
    the multiple runs will still step on each other toes when
    writing the unapproved files for user.

tests/CMakeLists.txt

@@ -343,7 +343,14 @@ set_tests_properties(FilteredSection::GeneratorsDontCauseInfiniteLoop-2
 )
 
 # AppVeyor has a Python 2.7 in path, but doesn't have .py files as autorunnable
-add_test(NAME ApprovalTests COMMAND ${PYTHON_EXECUTABLE} ${CATCH_DIR}/tools/scripts/approvalTests.py $<TARGET_FILE:SelfTest>)
+add_test(NAME ApprovalTests
+  COMMAND
+    ${PYTHON_EXECUTABLE}
+    ${CATCH_DIR}/tools/scripts/approvalTests.py
+    $<TARGET_FILE:SelfTest>
+    "${CMAKE_CURRENT_BINARY_DIR}"
+)
+
 set_tests_properties(ApprovalTests
   PROPERTIES
     FAIL_REGULAR_EXPRESSION "Results differed"