MXS-3345: Create persistdir earlier

The directory was created when the configuration was being processed and
it wasn't checked unless it was configured to a non-default value. With
the addition of the path validation, the directory must be created
earlier.

server/core/gateway.cc

@@ -1810,10 +1810,7 @@ int main(int argc, char** argv)
             break;
 
         case '?':
-            if (check_paths())
-            {
-                usage();
-            }
+            usage();
             rc = EXIT_SUCCESS;
             goto return_main;
 
@@ -2047,6 +2044,11 @@ int main(int argc, char** argv)
         goto return_main;
     }
 
+    // Try to create the persisted configuration directory. This needs to be done before the path validation
+    // done by check_paths() to prevent it from failing. The directory wont' exist if it's the first time
+    // MaxScale is starting up with this configuration.
+    mxs_mkdir_all(get_config_persistdir(), S_IRWXU | S_IRWXG | S_IROTH | S_IXOTH);
+
     if (!check_paths())
     {
         rc = MAXSCALE_BADCONFIG;