self tests: avoid spurious output on console, and related fixlets

self tests: avoid spurious output on console, and related fixlets

* tests/self-check-cleanup.test: Set `$stderr_fileno_' to `2'
in the self tests, to avoid spurious diagnostic on console.
* tests/self-check-exit.tap: Only unset `am_explicit_skips' and
`$stderr_fileno_' in the self tests, not at the global level, it
is more correct.
($init): New variable, to reduce code duplication.
Some refactoring and adjustments to the name of the tests.