When starting up try creating directories recursively

Previously we had a check to see if cache and data directories exist and
another check to try to make them if they do not. However the second
check was never reached if we don't have the directories in question.

Furthermore for cache directories on Linux people who never started a
desktop environment we need to recurisively create the XDG directory as
well as the godot specific directory.

This fixes #17963

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