Create sqlite3 directory if not present

If the `db/` directory is not present on a remote machine it will blow up in unexpected ways with error messages that do not indicate there is a missing directory:

```
SQLite3::CantOpenException: unable to open database file
```

This PR checks to see if a directory exists for the sqlite3 file and if not creates it for you.

This PR is an alternative to #11692 as suggested by @josevalim