Fix test discovery

There were missing return statements in the DiscoveryLoader and EggDiscoveryLoader that broke test discovery in some cases.
The zipped package reused the same name "pkg1" as the "tests_in_package" tests, and the sys.path hacks to restore the state in setUp and tearDown were causing side-effects with other tests, so I removed the egg packages to "pkgegg".
I also fixed a warning in the EggDiscoveryLoader documentation.