Warn about non-existing output paths

[kim-fehl]

If output paths do not exist (e.g. they are located in a non-existing subfolder), warn the user about it before all heavy work, or create such paths if possible. In the current implementation, all the work is done and then no output files for such paths are created. Sad, especially after a long run with a large database.

[AGalanis97]

@jenniferlu717 perhaps enhancement?