This fixes a bug where ggatessh was consuming 100% cpu because the
error from sftp_open wasn't being checked, now ggatessh will exit
if this fails (and log the failure)...

Add a test to make sure that a second session is launched and
works..  This discovered that the sftp_open wasn't passing in the
correct file name...

Now that there will be multiple IOs in flight, this should improve
performance a bit...