[RFC] Testdir and top-level Makefile improvements

There are 3 of them:

1. Avoid ever creating .deps directory with lots of unneeded cmake stuff within. `make USE_BUNDLED_DEPS=OFF` is also better syntax then `make DEPS_CMAKE_FLAGS='-DUSE_BUNDLED=OFF'`.
2. Make each test depend on `test1.out`. Reason: `test1.out` is really not a test, it is a script that creates a number of files necessary for other tests.
3. Allow SCRIPTS and TESTNUM arguments be passed to SINGLE_MAKE. Requires `sed` to be installed.