I don't know why but I'm struggling to understand this. 
It's not clear what you expect. You expect the error message to be an empty string? Is that right? That feels odd. 

What bothers me is that I can't glance at the code and see what you expect of the exception. Do you expect it to raise AllHandlersFailedException? If so, use:

```python
self.assertRaises(
    AllHandlersFailedException, 
    config_manager.ConfigurationManager,
    (n, getopt), 
    argv_source=['--admin.conf=x.fred']
)
```

You're still going to need to wrap that with a `try: ... finally: os.remove('x.fred')` but no `except` part.