FNAL staging: fix mkdir for local staging

We only try to strip the method://foo.fnal.gov/ prefix for non-local
PFNs. (We also return the right thing if the prefix method gets called.)

Also, add additional printing for stage out failures.
Merge pull request #5136 from holzman/fnal-srmcp-only-for-srm

FNAL staging: fix mkdir for local staging